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Let S0 = $100, K = $95, r = 0.06, ? = 0.28, ? = 0, T = 4. Pricing is to be done using
Let S0 = $100, K = $95, r = 0.06, ? = 0.28, ? = 0, T = 4. Pricing is to be done using a four-period binomial approximation (i.e. n = 4 periods). A chooser option is an exotic option that lets you ch...
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