3995金融与交易中等derivationmedium
Fixed-Strike Lookback Call II
题目
Two floating-strike lookback calls share terminal price 105. Path A is [100, 110, 95, 105] and path B is [100, 102, 99, 105]. Which payoff is larger, and by how much?
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你的答案
Which payoff is larger?
By how much?