14. For the lookback put: a. What is the value of a lookback put if St =...
Question:
14. For the lookback put:
a. What is the value of a lookback put if St
= 0? Verify that the formula gives you the same answer.
b. Verify that at maturity the value of the put is ST
− ST .
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Related Book For
Derivatives Markets Pearson New International Edition
ISBN: 978-1292021256
3rd Edition
Authors: Robert L. Mcdonald
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