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Suppose $ = $100, K = $90 and an American option has a value C = $12. Since C>= max(S-K, 0), is there an
Suppose $ = $100, K = $90 and an American option has a value C = $12. Since C>= max(S-K, 0), is there an arbitrage opportunity? If so, how do you exploit it?
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Financial statements
Authors: Stephen Barrad
5th Edition
978-007802531, 9780324186383, 032418638X
