How would you use the binomial tree approach to value an American option on a stock index

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How would you use the binomial tree approach to value an American option on a stock index when the dividend yield on the index is a function of time?

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Options Futures And Other Derivatives

ISBN: 9780130090560

5th Edition

Authors: John C. Hull

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Question Posted: Oct 18, 2024 07:03 AM

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How would you use the binomial tree approach to value an American option on a stock index when the dividend yield on the index is a function of time?
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How would you use the binomial tree approach to value an American option on a stock index

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Options Futures And Other Derivatives

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