=+=1. Consider the writers portfolio (, ), namely amount of stock S and amount of
Question:
=+=1. Consider the writer’s portfolio (ϕ, ψ), namely ϕ amount of stock S and
ψ amount of money on the bank account B. If we buy the portfolio at time zero, it costs At the next discrete-time moment, t = Δt, it would be worth one of two possible values as demonstrated in Fig. 7.2.
Fig. 7.2 Evolution of the price of the portfolio on one step of the binary tree.
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