Question
An asset price can up 19% or down 8%. If the current spot price is $1000, what is A for a call option with
An asset price can up 19% or down 8%. If the current spot price is $1000, what is A for a call option with a strike = $1,033 (1-period binomial model)?
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Microeconomics An Intuitive Approach with Calculus
Authors: Thomas Nechyba
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538453257, 978-0538453257
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