The current price of the underlying is 50 . This price will next period move to either

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The current price of the underlying is 50 . This price will next period move to either 48 or 60 . Find the constants \(u\) and \(d\).

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Lectures On Corporate Finance

ISBN: 9789812568991

2nd Edition

Authors: Peter L Bossaerts, Bernt Arne Odegaard

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