Question: Verify that equation (23.14) (for both cases K > H and K < H) solves the boundary conditions for an up-and-in cash put.

Verify that equation (23.14) (for both cases K > H and K < H) solves the boundary conditions for an up-and-in cash put.

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We must show the formula is a solution to e r T t P where P stands for risk neutral probability We b... View full answer

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