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

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18.15. 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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Fundamentals Of Futures And Options Markets

ISBN: 9780134083247

9th Edition

Authors: John Hull

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Question Posted: Jul 26, 2024 09:00 AM

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18.14. How would you use the control variate approach to improve the estimate of the delta of an American option when the binomial tree approach is used?
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18.15. How would you use the binomial tree approach to value an American option on a stock...

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Fundamentals Of Futures And Options Markets

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