Question
America put futures option on 1000g plastic's strike price = $0.92 per gram. If current futures price of seaweed 3 months later is $0.80 per
America put futures option on 1000g plastic's strike price = $0.92 per gram.
If current futures price of seaweed 3 months later is $0.80 per gram. risk-free rate 3% p.a. continuously compounded. Volatility =0.01p.a. continuously compounded
if it was a European future, what price should it be.
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Legal Aspects Of Trade Finance
Authors: Charles Chatterjee
1st Edition
1857433890, 978-1857433890
