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Results tagged with american-options
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user 15336
An option that may be exercised at any time before the expiration date.
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votes
The Upper Bound of an American Put Option
Assuming that $max(KB(\tau) + D - S, 0) > K$, and assuming that the strike $K$ is positive, we know that $max(KB(\tau) + D - S, 0) = KB(\tau) + D - S$, since $0$ is less than $K$.
Given that, we get: …
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