How would we value the chooser option in the above question if E C was non-zero?

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How would we value the chooser option in the above question if E_C was non-zero?

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Introduces Quantitative Finance

ISBN: 978-0470319581

2nd edition

Authors: Paul Wilmott

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Question Posted: Sep 23, 2020 05:56 AM

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How would we value the chooser option in the above question if E C was non-zero?

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Introduces Quantitative Finance

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