Alter your compound option program to value a chooser option which allows you to buy a call

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Alter your compound option program to value a chooser option which allows you to buy a call or a put at expiry.

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Introduces Quantitative Finance

ISBN: 978-0470319581

2nd edition

Authors: Paul Wilmott

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Question Posted: Sep 23, 2020 06:03 AM

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Alter your compound option program to value a chooser option which allows you to buy a call

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A chooser option gives its holder the right to cho...View the full answer

Introduces Quantitative Finance

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