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An up-and-in European call with barrier $40 and strike $30 expires in three time steps and has underlying asset described by CCR notation S=30, u=1.1
An up-and-in European call with barrier $40 and strike $30 expires in three time steps and has underlying asset described by CCR notation S=30, u=1.1 and d=0.8. This call has a premium equal to an otherwise identical
Group of answer choices
down-and-out European call.
down-and-in European call.
vanilla European call.
up-and-out European call.
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