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5. Two European style exchange options f(X,Y,t), 2(X,Y,t) on the same underlying assets X, Y with same maturity T are traded in the markets. The
5. Two European style exchange options f(X,Y,t), 2(X,Y,t) on the same underlying assets X, Y with same maturity T are traded in the markets. The payoffs of the options are fi(X, Y,,T)= max(X; -Y,0) f2(X, Y,,T)= max(Y, -X,,0) How f(X,Y,t), f.(X,Y,t) should be related? 5. Two European style exchange options f(X,Y,t), 2(X,Y,t) on the same underlying assets X, Y with same maturity T are traded in the markets. The payoffs of the options are fi(X, Y,,T)= max(X; -Y,0) f2(X, Y,,T)= max(Y, -X,,0) How f(X,Y,t), f.(X,Y,t) should be related
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