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suppose that S = $50, K = $51, = 0.25, r = 0.08, = 0, and T = 1 year. Assume a binomial model of
suppose that S = $50, K = $51, = 0.25, r = 0.08, = 0, and T = 1
year. Assume a binomial model of stock price using 2 periods. Consider stock price averages,
computed by averaging the 6 month and 1 year prices.
What is the price of an Asian arithmetic average price put
What is the price of an Asian arithmetic average strike put?
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Healthcare Financial Management Applied Concepts And Practical Analyses
Authors: Cassandra R. Henson
1st Edition
0826144748, 978-0826144744
