Solutions fundamentals of futures and options markets 7e by hull chapter 18

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... Figure S18.8 Tree for Problem 18. 16 Problem 18. 17 A one-year American call option on silver futures has an exercise price of $9.00 The current futures price is $8.50, the risk-free rate of interest... S18.7 The estimated price of the option is $14.93 Figure S18.7 Tree to evaluate option in Problem 18. 13 Problem 18. 14 How would you use the control variate approach to improve the estimate of. .. function of time we can use the same tree by making the probabilities a function of time The interest rate r can also be a function of time as described in Section 18. 4 p= Further Questions Problem 18. 16
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