=+7. An American-style discrete Russian option has the payoff Consider the case of the market model defined

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=+7. An American-style discrete Russian option has the payoff Consider the case of the market model defined in Problem 6 above and the maturity time n = 3. Using your answer to Problem 6(i) and doing further necessary calculations, find the price at time n = 0 and the optimal stopping time for this option.

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