So in a normal European call option with one maturity date, you'd buy a share of a stock if the price of the stock at the maturity date was higher than the exercise price. How would you come up with a formula for the price of a contingent claim where it's like a European call option but you have two dates that you can choose to buy such that if you buy a share on the first date you can't buy on the second date, but if you don't buy on the first date due to the price of stock being lower than the exercise price, you can choose to buy on the second date. I'm not sure if this was the best way to explain it but if anyone can provide any tips I'd appreciate it.
2026-04-01 23:10:52.1775085052
Formula for contingent claim similar to European call option but with two dates for option to buy
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