Consider an American call futures option where the futures contract and the option contract expire at the

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Consider an American call futures option where the futures contract and the option contract expire at the same time. Under what circumstances is the futures option worth more than the corresponding American option on the underlying asset?

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Options Futures And Other Derivatives

ISBN: 9780130090560

5th Edition

Authors: John C. Hull

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Question Posted: Oct 18, 2024 07:02 AM

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Consider an American call futures option where the futures contract and the option contract expire at the

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Options Futures And Other Derivatives

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