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Table Of Contents

INTRODUCTION
Options Valuation by Backward Induction
The Principle of Static Replication
A PRACTICAL EXAMPLE
Replicating an Up-and- Out Call
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Gs Options Replication

Gs Options Replication

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Published by Kapil Shukla

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Published by: Kapil Shukla on Aug 20, 2012
Copyright:Attribution Non-commercial

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08/14/2013

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/*********** DO NOT ALTER ANYTHING BELOW THIS LINE ! ************/ var s_code=s.t();if(s_code)document.write(s_code)//-->