Is it true that the more time until expiration, the less valuable an American put? Explain your

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Is it true that the more time until expiration, the less valuable an American put? Explain your answer.

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An Introduction to Derivative Securities Financial Markets and Risk Management

ISBN: 978-0393913071

1st edition

Authors: Robert A. Jarrow, Arkadev Chatterjee

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Question Posted: Dec 02, 2015 03:27 AM

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Is it true that the more time until expiration, the less valuable an American put? Explain your

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This is false Because a longer maturity American pu...View the full answer

An Introduction to Derivative Securities Financial Markets and Risk Management

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