You are an au bank an investor purchases a call option to
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 option?
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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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suppose we are a dollar investor the stock we wish to buy is priced in pounds how would we price a call option on the
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for the weak static replication of a discrete barrier option approximately how many price evaluations will be required
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