3960金融与交易中等derivationmedium

Rebated Up-and-Out Call III

题目

A rebated up-and-out call iii pays a rebate of 0.8 at expiry if the barrier event occurs; otherwise it pays the usual vanilla payoff. The monitored path is 40, 42, 44, 46, the barrier is 45, and the strike is 41. What is the payoff?

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