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Assume the log-normal model. Compute the limit of the of a put as the spot price S0 goes to zero. This should make intuitive sense
Assume the log-normal model. Compute the limit of the of a put as the spot price S0 goes to zero. This should make intuitive sense even without assuming the log-normal model.
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Private Debt Yield Safety And The Emergence Of Alternative Lending
Authors: Stephen L. Nesbitt
2nd Edition
1119944392, 978-1119944393
