When q r, explain why an American call on a continuous dividend paying asset, which is

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When q ≥ r, explain why an American call on a continuous dividend paying asset, which is optimally held to expiration, will have zero value at expiration (Kim, 1990).

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Mathematical Models Of Financial Derivative

ISBN: 9783642447938

2nd Edition

Authors: Yue-Kuen Kwok

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Question Posted: Dec 02, 2023 04:08 AM

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When q r, explain why an American call on a continuous dividend paying asset, which is

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Mathematical Models Of Financial Derivative

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