A two-state one-period binomial option pricing model with PV$1 u = $0.00 and PV$1 d = $1.00

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A two-state one-period binomial option pricing model with PV$1_u = $0.00 and PV$1_d = $1.00 contains an arbitrage opportunity.

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Posted Date: Jul 11, 2024 01:08 AM

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A two-state one-period binomial option pricing model with PV$1 u = $0.00 and PV$1 d = $1.00

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