3958金融与交易中等derivationmedium

Rebated Up-and-Out Call II

题目

A rebated up-and-out call ii pays a rebate of 1 at expiry if the barrier event occurs; otherwise it pays the usual vanilla payoff. The monitored path is 50, 53, 54, 52, the barrier is 60, and the strike is 51. What is the payoff?

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