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A stock is trading at $100. The volatility of the stock return is 30%. Using binomial models to price European/American options with six months to
A stock is trading at $100. The volatility of the stock return is 30%. Using binomial models to price European/American options with six months to expiration. The strike prices of all the options are 102. The risk-free rate is 5% per annum N- steps Dividend Rate g=0% Dividend Rate g-3% European Cal European Put American Call American Put European Cal European Put American Call American Put 3 4 6
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