Question: when n = 5 Derive an approximation to the risk-neutral price of an American asset-or-nothing call option when s = 10, t = .25, K

when n = 5 Derive an approximation to the risk-neutral price

when n = 5

Derive an approximation to the risk-neutral price of an American asset-or-nothing call option when s = 10, t = .25, K = 11, F = 20, sigma = .3, r = .06

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