Question
What is the current minimum possible value of an American put whose exercise price is 27 if the current price of the stock is 26.4.
What is the current minimum possible value of an American put whose exercise price is 27 if the current price of the stock is 26.4.
(the annual rate of interest is 24% and options remaining time to maturity is one month)
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The Complete Guide To Capital Markets For Quantitative Professionals
Authors: Alex Kuznetsov
1st Edition
0071468293, 978-0071468299
