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Find the fair price of a complex chooser option that gives the holder the right to decide at a predetermined time T whether the
Find the fair price of a complex chooser option that gives the holder the right to decide at a predetermined time T whether the option is a standard European call or put of different expiry times, T and Tp, and strikes, K. and Kp, respectively. Here, 0 < T < min{Tc, Tp}.
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