Exercise 17.1.7 Derive a pricing formula for the European power option max(S( )2 X, 0).
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Exercise 17.1.7 Derive a pricing formula for the European power option max(S(τ )2 − X, 0).
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Financial Engineering And Computation Principles Mathematics Algorithms
ISBN: 9780521781718
1st Edition
Authors: Yuh-Dauh Lyuu
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