Confirm the above mentioned bounds for S T < K 1 and S T > K 2

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Confirm the above mentioned bounds for S_T < K₁ and S_T > K₂.

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A First Course in Quantitative Finance

ISBN: 978-1108419574

1st edition

Authors: Thomas Mazzoni

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Question Posted: Dec 26, 2018 09:45 AM

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Confirm the above mentioned bounds for S T < K 1 and S T > K 2

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For S T K 1 both options expire ...View the full answer

A First Course in Quantitative Finance

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