Repeat the previous problem for up-and-out puts assuming a barrier of $44.

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Derivatives Markets

ISBN: 9789332536746

3rd Edition

Authors: Robert McDonald

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Question Posted: Aug 12, 2015 02:46 AM

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Repeat the previous problem for up-and-out puts assuming a barrier of $44.

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See Table Three for the prices and ratio The longer the time to expiration ...View the full answer

Derivatives Markets

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