Example 13G

mardi 3 février 2015

min[100,000,2000S(1)] = 2000min[50,S(1)]

= 2000[50+S(1)-max(50,S(1))

= 2000[50+S(1)-(S(1)+max(50-S(1),0))]



the ASM solves the above with share+call option whereas I am trying to solve it with strike value + put as bolded above.



Can this be done (I'm stuck. please help)?





Example 13G

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