Scribd Logo
Upload

Welcome to Scribd!

  • Hw4 Latticeeurcalldivp vs. Latticeamcalldivp

    Uploaded by

    api-516646274
    130 views4 pages

    Original Title

    c26a1126267211ff2dbf

    Copyright

    © © All Rights Reserved

    Available Formats

    DOCX, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    130 views4 pages

    Hw4 Latticeeurcalldivp vs. Latticeamcalldivp

    Uploaded by

    api-516646274

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 4

    HW4 LatticeEurCallDivP vs.

    LatticeAmCallDivP
    由放大圖可知，股票股利達到 0.04 時，American Call Option 會 early exercise。

    LatticeEurPutDivP

    HW5 LatticeEurCallDivD vs. LatticeAmCallDivD


    由放大圖可知，現金股利達到 2.77 時，American Call Option 會 early exercise。
    LatticeEurPutDivD
    HW6 TriEurPut

    TriAmPut

    You might also like