Question: Using the information in the previous problem, compute the prices of a. An Asian arithmetic average strike call. b. An Asian geometric average strike call.

Using the information in the previous problem, compute the prices of
a. An Asian arithmetic average strike call.
b. An Asian geometric average strike call.

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Using the forward tree specification u exp0082 03 12868 d exp0082 03 084187 and risk neutral pr... View full answer

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