Suppose two options a and b have the same pay-offs but a is
Suppose two options, A and B, have the same pay-offs but A is exercisable on all the dates B is and more. Prove that A is worth at least as much as B. Give an example where they have the same value.
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suppose two options a and b have the same pay-offs but a is exercisable on all the dates b is and more prove that a is
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consider a forward which gives the right and obligation to buy a stock at a fixed price k during a period t1 t2 thus is
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