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Example 3:3 securities, 3 states Does there exist arbitrage opportunity Example 3: 3 securities, 3 states state I Stock Bond option price 90 60 20
Example 3:3 securities, 3 states Does there exist arbitrage opportunity
Example 3: 3 securities, 3 states state I Stock Bond option price 90 60 20 a 100 100 b 50 100 C 150 100 50 Does there exist arbitrage opportunity?
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