Show that the probabilities in a Cox, Ross, and Rubinstein binomial tree are negative when the condition

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Show that the probabilities in a Cox, Ross, and Rubinstein binomial tree are negative when the condition in footnote 8 holds.

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Options Futures and Other Derivatives

ISBN: 978-0134472089

10th edition

Authors: John C. Hull

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Question Posted: Feb 12, 2018 12:21 PM

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Show that the probabilities in a Cox, Ross, and Rubinstein binomial tree are negative when the condition

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