Fluffykitten6166 Fluffykitten6166
  • 25-05-2023
  • Mathematics
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Consider the standard one-period binomial option pricing model. Denote the one-period risk-free rate by r and the current price of a non-dividend paying stock S. Assume that in one period the stock price will either have risen to uS or fallen to dS where d< 1<1+r

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