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06010. Value of 1/S at maturity

difficulty 1900·answer type: expression·✓Not solved

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Problem info

Book: Green Book
Chapter: 6 · Finance
Section: 6.1 · Option Pricing
Pages: 165
Difficulty: 1900
Answer type: expression
Solved by: 0
Attempts: 0

Tags

finance options exotic itos-lemma geometric-brownian-motion

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QuantForces · problems from Xinfeng Zhou, A Practical Guide to Quantitative Finance Interviews