Question: Advanced Option Pricing A2. Let St :=maxo a > 0. Compute the price of this contingent claim at time t (0,T]. Note you need to

Advanced Option Pricing

Advanced Option Pricing A2. Let St :=maxoa > 0. Compute the price

A2. Let St :=maxoa > 0. Compute the price of this contingent claim at time t (0,T]. Note you need to consider different cases based on St. A2. Let St :=maxoa > 0. Compute the price of this contingent claim at time t (0,T]. Note you need to consider different cases based on St

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