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by Mookie
February 3rd, 2002, 9:41 pm
Forum: Student Forum
Topic: Pricing embedded option in Spark?
Replies: 0
Views: 189284

Pricing embedded option in Spark?

<t>I need help pricing the following type of call option that is embedded in a Spark security listed on the American Stock Exchange. The option characteristics are as follows: The call option can first be exerciseable beginning 18 months from now and then is exercisable for the next six months at an...