Is a European down-and-out option on an asset worth the same as a European down-and-out option on

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Is a European down-and-out option on an asset worth the same as a European down-and-out option on the asset's futures price for a futures contract maturing at the same time as the option?

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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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Is a European down-and-out option on an asset worth the same as a European down-and-out option on

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No If the futures price is above ...View the full answer

Options Futures and Other Derivatives

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