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An American call option must be worth…

July 19, 2012

At least as much as an otherwise identical European call.

The possibility of early exercise is not valuable for call options on non-dividend paying stocks, so the value of an American call is the same as a European call in this situation.

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From → Asset Valuation

One Comment
  1. Reblogged this on elly2910 and commented:
    Tài liệu

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