Black scholes

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April 18, 2017 at 12:34 pm #382396
shilpamary
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what are pa and pe in option to delay ,option to expand,option to abandon, optio to redeploy? and what could be time to expiry in these case..?

please help me with this
April 18, 2017 at 4:34 pm #382496
John Moffat
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This is explained in the free lecture notes. The time to expiry depends on what you are told in the question as to when the option cam be exercised.
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