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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

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down-and-out European call.

down-and-in European call.

vanilla European call.

up-and-out European call.

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