Question
A stock with current value S(0) = 100 has an expected growth rate of its logarithm of v = 12% and a volatility of that
A stock with current value S(0) = 100 has an expected growth rate of its logarithm of v = 12% and a volatility of that gorwth rate of 
= 20%. Find suitable parameters of a binomial lattice and enter the node values for 1 year. What are the probabilities of attaining the varuous final nodes?
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Financial Theory Perspectives From China
Authors: Xingyun Peng
1st Edition
1938134311, 1938134338, 9781938134319, 9781938134333
