Suppose you own one up-and-out barrier put option and one up-and-in barrier put option, both with the

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Suppose you own one up-and-out barrier put option and one up-and-in barrier put option, both with the same maturity time, barrier and strike price, and written on the same stock. What is your payoff at maturity time T? Explain your answer.

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Microeconomics An Intuitive Approach with Calculus

ISBN: 978-0538453257

1st edition

Authors: Thomas Nechyba

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Posted Date: Jun 19, 2022 05:19 AM

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Suppose you own one up-and-out barrier put option and one up-and-in barrier put option, both with the

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Up andOutinbarrier put Option This option is also called a Callable Bear Contract o... View the full answer

Microeconomics An Intuitive Approach with Calculus

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