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(b) There are two stocks, A and B. 0,24 0,2 -= 0.13dt +0.36dZ, (t), t≤2 B 0,24 -=0.11dt+0.21dZ₂(t)t≤2 0,24 dz, (t)dz, (t

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(b) There are two stocks, A and B. 0,24 0,2 -= 0.13dt +0.36dZ, (t), t≤2 B 0,24 -=0.11dt+0.21dZ₂(t)t≤2 0,24 dz, (t)dz, (t

Posted: Sun Jul 03, 2022 12:57 pm
by answerhappygod
B There Are Two Stocks A And B 0 24 0 2 0 13dt 0 36dz T T 2 B 0 24 0 11dt 0 21dz T T 2 0 24 Dz T Dz T 1
B There Are Two Stocks A And B 0 24 0 2 0 13dt 0 36dz T T 2 B 0 24 0 11dt 0 21dz T T 2 0 24 Dz T Dz T 1 (38.62 KiB) Viewed 10 times
(b) There are two stocks, A and B. 0,24 0,2 -= 0.13dt +0.36dZ, (t), t≤2 B 0,24 -=0.11dt+0.21dZ₂(t)t≤2 0,24 dz, (t)dz, (t)=0.78dt F2A=54 F2B=61 A two-year option pays: Max[0, 4(2)-B(2)]. What is the premium for this option?
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