EXCEL：财政金融建模Problems 19.2（精选）.xls

文档介绍：EARLY EXERCISE BOUNDARY FOR AN AMERICAN PUT
To operate macro, press [Ctrl]+a

S 100 Current stock price
X 120 Put exercise price
Interest, r 8% Interest rate
Sigma 30% Stock volatility
T 1 Exercise date
n 10

Early
Time exercise
boundary
0







100

1 100





































































































































































































































































































































































































































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