Write rank[VT()]N, T period calls with distinct payoffs for each For each t, write rank[Vt()]rank[VDt+1()]N, t period calls with distinct payoffs for…
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Write rank[VT()]N, T period calls with distinct payoffs for each For each t, write rank[Vt()]rank[VDt+1()]N, t period calls with distinct payoffs for each VDt+1()] = time t+1 payoff matrix of all calls expiring in t+1 or more periods Copyright When Is This Strategy Sensible?
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