Prepaid forward price at time t vs time t', where t'>t

vendredi 27 février 2015

Thus the prepaid forward price of the option at time t is equal to its prepaid forward at time t'



This comes from the Mahler manual.



I don't see how that is true, even if an option pays no dividends.





Prepaid forward price at time t vs time t', where t'>t

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