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Exercise 8.13.1. Fix an asset. Let St be its price at t 00 -00 VA(n) (t) = CK-1(t, T) - CK (1,7) 1 (d) Find

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Exercise 8.13.1. Fix an asset. Let St be its price at t 00 -00 VA(n) (t) = CK-1(t, T) - CK (1,7) 1 (d) Find limn+00 VA(n)(T) when ST > K. (e) Find limn; VA(n)(T) when ST 00 -00 VA(n) (t) = CK-1(t, T) - CK (1,7) 1 (d) Find limn+00 VA(n)(T) when ST > K. (e) Find limn; VA(n)(T) when ST

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