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Consider the perpetual American put option when u=2,d=1/2,r=1/4, K=4 and S0=2j for j=2,3,. Show that the time zero price of the option is V0=22j

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Consider the perpetual American put option when u=2,d=1/2,r=1/4, K=4 and S0=2j for j=2,3,. Show that the time zero price of the option is V0=22j

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