In the same setting as Example 8.2, consider an American call option. Calculate the option premium of
Question:
In the same setting as Example 8.2, consider an American call
option. Calculate the option premium of the call option and confirm that it
is optimal not to exercise.
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Related Book For 
Stochastic Processes With Applications To Finance
ISBN: 9781439884829
2nd Edition
Authors: Masaaki Kijima
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