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NOCK IN MERICAN PTIONS MIN DAI YUE KUEN KWOK A knockin American option under a trigger NOCK IN MERICAN PTIONS MIN DAI YUE KUEN KWOK A knockin American option under a trigger

NOCK IN MERICAN PTIONS MIN DAI YUE KUEN KWOK A knockin American option under a trigger - PDF document

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Uploaded On 2015-03-14

NOCK IN MERICAN PTIONS MIN DAI YUE KUEN KWOK A knockin American option under a trigger - PPT Presentation

We present analytic valuation formulas for knockin American options under the BlackScholes pricing framework The price formulas possess different analytic representations depending on the relation between the trigger stock price level and the critic ID: 45455

present analytic valuation

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