What different does it make to the worst case scenario in

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What different does it make to the worst case scenario in example 17.1 is (a) the option are American rather than European and (b)the option of the barrier options that are knocked out if the asset price reaches $ 65? Use the DerivaGem Application builder in conjunction with solver to search over asset price between $ 40 and $60 and volatilities between 18% and 30%.

Reference no: EM13598038

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