Does a down-and-out call become more valuable or less valuable as we increase the frequency with which

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Does a down-and-out call become more valuable or less valuable as we increase the frequency with which we observe the asset price in determining whether the barrier has been crossed? What is the answer to the same question for a down-and-in call?

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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 07:03 AM

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Does a down-and-out call become more valuable or less valuable as we increase the frequency with which

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Options Futures And Other Derivatives

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