Let st btnbspbe as in the black-scholes model with st, Engineering Mathematics

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Let st btnbspbe as in the black-scholes model with st

Let S_t, B_t be as in the Black-Scholes model with St non-dividend paying. An option P allows the holder to sell the stock for K at any time after St has been above L up to an expiry time T. Describe an efficient numerical algorithm that could be used to price this option. What if the option were a call?

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Engineering Mathematics: Let st btnbspbe as in the black-scholes model with st

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