Consider pricing the option for winner that has payoff S (T), if S (T) S(T) S (T), otherwise VT where S (t) and S(t) represent the time t prices of two assets with correlation p Price the option under stochastic interest rates (a) (4) Choose an numeraire asset and define the corresponding martinga...

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Consider pricing the option for winner that has payoff [S (T), if S (T) S(T)...

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Microeconomics An Intuitive Approach with Calculus

ISBN: 978-0538453257

1st edition

Authors: Thomas Nechyba

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Microeconomics An Intuitive Approach with Calculus

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