Is a European down-and-out option on an asset worth the same as a European down- and-out option

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Is a European down-and-out option on an asset worth the same as a European down- and-out option on the asset's futures price for a futures contract maturing at the same time as the option?

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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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Is a European down-and-out option on an asset worth the same as a European down- and-out option on the asset's futures price for a futures contract maturing at the same time as the option? AppendixLO1
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Is a European down-and-out option on an asset worth the same as a European down- and-out option

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Options Futures And Other Derivatives

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