Is a European down-and-out option on an asset worth the same as a European down-and-out c>plk>n on

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Is a European down-and-out option on an asset worth the same as a European down-and-out c>plk>n 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: 9780130090560

5th Edition

Authors: John C. Hull

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Question Posted: Oct 18, 2024 07:03 AM

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

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Options Futures And Other Derivatives

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