Explain adjustments that have to be made when r = q for a) the valuation formulas for

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Explain adjustments that have to be made when r = q for a) the valuation formulas for lookback call options in Section 26.11 and b) the formulas for M₁ and M₂ in Section 26.13.

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Options Futures and Other Derivatives

ISBN: 978-0134472089

10th edition

Authors: John C. Hull

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Question Posted: Feb 12, 2018 12:25 PM

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Explain adjustments that have to be made when r = q for a) the valuation formulas for

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Options Futures and Other Derivatives

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