Find the value of a call option written on €100 with a strike price of $1.00 = €1.00. In one period there are two possibilities: the exchange rate will move up by 15% or down by 15% . The U.S. risk-free rate is 5% over the period. The risk-neutral probability of dollar depreciation is 2/3 and the risk-neutral probability of the dollar strengthening is 1/3. 
Definitions:
Expert Systems
Artificial intelligence programs designed to solve complex problems by mimicking the decision-making abilities of human experts.
Finite Scheduling
A production planning method that allocates limited resources and time to specific tasks, considering the actual capacity and working hours available.
Batch Size
The quantity of items produced or processed in a single production run or batch.
Short-Term Scheduling
The process of organizing, managing, and allocating resources and tasks over a short time period to achieve specific objectives.
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