A stock has current price $145. The time to expiration of an option is two years. The
Fantastic news! We've Found the answer you've been seeking!
Question:
- Price the up-and-in call option with barrier $180 and strike price $150.
- Price the look-back call option with floating strike.
- Price the Asset-or-nothing call option with strike price $150 (owner receives 10 share of stocks if in-the-money)
Related Book For
Multinational Business Finance
ISBN: 978-0132743464
13th edition
Authors: David K. Eiteman, Arthur I. Stonehill, Michael H. Moffett
Posted Date: