Published May 18, 2022
| Version v1
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Chooser Cap Model
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Description
As European and Bermudan options are standard products, a so-called k-out-of-n (or simply (k/n)-) Bermudan option is also a standard product in the derivative market. A chooser option is an example of (k/n)-Bermudan option.
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chooserCap.pdf
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