Exercise 17.1.6 Prove that option value (17.6) converges to value (11.4) with q = 0.

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Financial Engineering And Computation Principles Mathematics Algorithms

ISBN: 9780521781718

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Authors: Yuh-Dauh Lyuu

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Question Posted: Oct 26, 2024 12:00 PM

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Exercise 17.1.6 Prove that option value (17.6) converges to value (11.4) with q = 0.
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Exercise 17.1.6 Prove that option value (17.6) converges to value (11.4) with q = 0.

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Financial Engineering And Computation Principles Mathematics Algorithms

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