Which of the following statements is INCORRECT?
A) An American option's price can be determined by the Black-Scholes-Merton model.
B) An American option's price can be determined by a multiperiod binomial option pricing model.
C) An American option's price can be determined by numerically solving the underlying partial differential equation.
D) An American option's price can be determined by using Monte Carlo simulation techniques.
E) None of these answers are correct.
Correct Answer:
Verified
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