How can the value of a forward start put option on a non-dividend-paying stock be calculated if

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How can the value of a forward start put option on a non-dividend-paying stock be calculated if it is agreed that the strike price will be 10% greater than the stock price at the time the option starts?

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Options Futures And Other Derivatives

ISBN: 978-8120331693

6th Edition

Authors: Buss/redburn/guo

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Question Posted: Sep 19, 2024 06:02 AM

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How can the value of a forward start put option on a non-dividend-paying stock be calculated if

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Options Futures And Other Derivatives

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