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Which of the following non-standard derivatives can be valued using a modified version of the Black-Scholes-Merton model? A. Asian option B. Compound option C. Gap

Which of the following non-standard derivatives can be valued using a modified version of the Black-Scholes-Merton model?

	A.	Asian option
	B.	Compound option
	C.	Gap option
	D.	Lookback option

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