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lookback-options

  1. Nicole Seaman

    P1.T3.731. Lookback and Asian (exotic) options (Hull Chapter 26 cont.)

    Learning objectives: Identify and describe the characteristics and pay-off structure of the following exotic options: gap, forward start, compound, chooser, barrier, binary, lookback, shout, Asian, exchange, rainbow, and basket Questions: 731.1. Consider the price of an asset that begins and...
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