View Full Version : 8V 2006 #16
05-07-2007, 10:46 AM
This is the one that replicates a down-and-out put option using a list of options. Can any one expain what they are doing? Thanks!
05-07-2007, 11:44 AM
Static replication... Hull Ch 22
See explanation of similar problem here (http://www.actuarialoutpost.com/actuarial_discussion_forum/showthread.php?t=101205&page=2).
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