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Consider a American floating strike put option with maturity $T$, written on a non-dividend paying stock $S_t$. The strike of this option at time $t\leq T$ is $Ke^{-r (T-t )}$, where $r$ is the constant interest rate.

Assume the volatility of the underlying stock is constant.

What is the price of this option?

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    $\begingroup$ Hi ABC, welcome to Quant.SE and thank you for asking your question here. Can you show us what you have tried? $\endgroup$ – Bob Jansen Sep 28 '14 at 14:51
  • $\begingroup$ @BobJansen I did. You need to meditate why that type of request makes no sense and actually harms these Q-A websites. $\endgroup$ – Anna Taurogenireva Oct 1 '14 at 14:28
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These options can be priced by adding an early exercise premium value to the intrinsic value:

http://www.statistics.nus.edu.sg/~stalimtw/PDF/lb-float.pdf

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