What is the early exercise privilege premium of a 5-Month American Put for following information? (3 steps-European-American-Difference)
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Question:
Use SAS for n periods and illustration of 5 periods and output the code.
S0=40 X=41 RF=10% VAR=9% PERIOD=1 Month
Related Book For
Applied Regression Analysis and Other Multivariable Methods
ISBN: 978-1285051086
5th edition
Authors: David G. Kleinbaum, Lawrence L. Kupper, Azhar Nizam, Eli S. Rosenberg
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