Suppose that in a single-period model the stock value at time 1 is not random, but known

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Suppose that in a single-period model the stock value at time 1 is not random, but known already at the beginning of the period. Suppose also that the interest rate r is fixed. Find the conditions on S(0), r and S(1) under which there are no arbitrage opportunities in this market.
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Organic Chemistry

ISBN: 9788120307209

6th Edition

Authors: Robert Thornton Morrison, Robert Neilson Boyd

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