Discuss the applicability of the pseudo-American model for pricing American call options.

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Derivatives Markets And Analysis

ISBN: 9781118202692

1st Edition

Authors: R. Stafford Johnson

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Question Posted: Apr 26, 2024 05:00 AM

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Discuss the applicability of the pseudo-American model for pricing American call options.

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The pseudoAmerican model is an alternative approach for pricing American call options which simplifies the valuation process by treating the option as ...View the full answer

Derivatives Markets And Analysis

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