=+taking each of the three values, is non-zero on every path and S0 = 5. Demonstrate that
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=+taking each of the three values, is non-zero on every path and S0 = 5.
Demonstrate that this market model is arbitrage free. Find the infimum and supremum of arbitrage prices for a European call on this underlying with the strike K = 4 and maturity T = Δt = 1/52.
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