Consider the general binomial model (7.24) with d = u1. Using the change of measure formula, obtain
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Consider the general binomial model (7.24) with d = u−1.
Using the change of measure formula, obtain the premium of the call option
considered in Exercise 8.7.
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Related Book For 
Stochastic Processes With Applications To Finance
ISBN: 9781439884829
2nd Edition
Authors: Masaaki Kijima
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