19.8. The text derives a decomposition of a particular type of chooser option into a call maturing...
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19.8. The text derives a decomposition of a particular type of chooser option into a call maturing at time t2 and a put maturing at time t. By using put-call parity to obtain an expression for c instead of p, derive an alternative decomposition into a call maturing at time t; and a put maturing at time 12.
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