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The value of an Asian put option is computed using the geometric average strike. What is the expected payoff if the observed prices to date
The value of an Asian put option is computed using the geometric average strike. What is the expected payoff if the observed prices to date are 72,71, 72, 70, 68, 69, 68, and 70, respectively?
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The Management Of Business Finance
Authors: John Freear
1st Edition
0273014315, 978-0273014317
