Question: Repeat the analysis in Section 27.8 for the put option example on the assumption that the strike price is 1.13. Use both the least squares
Repeat the analysis in Section 27.8 for the put option example on the assumption that the strike price is 1.13. Use both the least squares approach and the exercise boundary parameterization approach.
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Consider first the least squares approach At the twoyear point the option is in the money for paths ... View full answer
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