Research Suggests That Option Pricing Models That Allow for the Possibility

Research suggests that option pricing models that allow for the possibility of ________ provide more accurate pricing than does the basic Black-Scholes option pricing model.
I. early exercise
II. changing expected returns of the share
III. time varying share price volatility

A) II only
B) I and III only
C) II and III only
D) I, II and III

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