The text derives a decomposition of a particular type of
The text derives a decomposition of a particular type of chooser option into a call maturing at time T2 and a put maturing at time T1. Derive an alternative decomposition into a call maturing at time T1 and a put maturing at time T2.
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1 suppose that the strike price of an american call option on a non-dividend-paying stock grows at rate g show that if
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the text derives a decomposition of a particular type of chooser option into a call maturing at time t2nbspand a put
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