The perpetual american call option is a call option that
The perpetual American call option is a call option that can be exercised at any time in the future and never expires. What will its value be in a positive-interest-rate world? What will its value be in a zero-interest-rate Black Scholes world?
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suppose we have american options a and b and b has half the notional of a but is otherwise identical consider a
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the perpetual american call option is a call option that can be exercised at any time in the future and never expires
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you are an au bank an investor purchases a call option to buy a us share for 10 us how would you price and hedge this
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