A trigger call option forces the holder to buy a stock s at
A trigger call option forces the holder to buy a stock S at a price K if the stock price is above H at the time of expiry. Develop an analytic formula for the price of this option in a Black-Scholes world.
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a stock st follows geometric brownian with time-dependent volatility we have sonbsp100 and r 0 call options struck at
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at a product price of 33 will this firm produce in the short run if it is preferable to produce what will be the
a trigger call option forces the holder to buy a stock s at a price k if the stock price is above h at the time of
suppose a stock follows geometric brownian motion in a blackscholes world develop an expression for the price of an
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