Find the value of an American vanilla put option when (i) riskless interest rate r = 0,
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Find the value of an American vanilla put option when (i) riskless interest rate r = 0, (ii) volatility σ = 0, (iii) strike price X = 0, (iv) asset price S = 0.
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The BlackScholes formula for an American vanilla put option simplifies to VSt maxK S0 where VSt is ...View the full answer
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