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  • Document Title

    FM322-LT-PS6-Sols Consider an underlying asset whose price evolves according to the binomial tree in Figure 1. The riskfree interest rate is 10% for each period (with no compounding within a period). Price an up-and-in European call option on this underlying with barrier 55 and strike price 40.

  • Document Category

    Solutions Manual

  • Number Of Pages

    6 page(s)