The text derives a decomposition of a particular type of chooser option into a call maturing at

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The text derives a decomposition of a particular type of chooser option into a call maturing at time T, and a put maturing at time T. Derive an alternative decomposition into a call maturing at time T and a put maturing at time T.

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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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The text derives a decomposition of a particular type of chooser option into a call maturing at

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Options Futures And Other Derivatives

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