Question
Match the appropriate lower and upper bounds for the premiums of the following options! Lower bound of a European call's premium ? Lower bound of
Match the appropriate lower and upper bounds for the premiums of the following options!
| Lower bound of a European call's premium ? | |
| Lower bound of the premium for an American Call ? | |
| Upper bound of a call option's premium ? | |
| Lower bound on the premium for a European Put ? | |
| Lower bound on the premium for an American Put ? | |
| Upper bound on the premium for an American put ? | |
| Upper bound on the premium for a European put ? |
A. PV(X) B.S0 C.Max(0,PV(X)-S0) D.X E.Max(0, X-S0) F.Max(0,S0-PV(X))
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Own Your Money
Authors: Michela Allocca
1st Edition
0760381127, 978-0760381120
