Chapter 20 Example 7

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September 8, 2016 at 5:04 pm #339106
abhishekopen
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Why is there no solution of it ? How to hedge using collars ?
September 9, 2016 at 7:02 am #339246
John Moffat
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It is worked through in the free lectures (the lecture notes should not be used without watching the lectures).

(Also there is a detailed separate note on collars, linked from the main P4 page.)
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