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Compute the payoff at maturity of an Asian call option (the payoff is defined by the maximum between the average of the underlying values


 

Compute the payoff at maturity of an Asian call option (the payoff is defined by the maximum between the average of the underlying values minus the strike price and zero) if the path is {u,u}. Data: 2-step binomial tree with u = 1.2, d=0.9,K = 50, and So = 30.

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