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Asset Exchange Options Template

Component

Resolution - Exotic Options

Brief

Use this template to value an American- or European-exercised asset exchange call option using Bjerksund and Stensland's (1993) or Margrabe's (1978) method.

Asset Exchange Options

Worksheet

Description

.

Option Analysis

This sheet contains the input parameters and the results of the valuation.

Functions Used

oX_Exchange

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