Explain adjustments that have to be made when r --: q for (a) the valuation formulas for

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Explain adjustments that have to be made when r --: q for

(a) the valuation formulas for floating lookback call options in Section 25.10 and

(b) the formulas for M1 and M2 in Section 25.12. -r/I

Lop58

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Options Futures And Other Derivatives

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8th Global Edition

Authors: John Hull

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Question Posted: Oct 22, 2024 05:01 AM

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Explain adjustments that have to be made when r --: q for (a) the valuation formulas for

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Options Futures And Other Derivatives

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