Question
Assume you are doing a 1-period binomial lattice for a call option, you have a probability of 0.949, an up payout of 20 and a
Assume you are doing a 1-period binomial lattice for a call option, you have a probability of 0.949, an up payout of 20 and a down payout of 0, and a discount factor of 0.135! What is the price of your call option?
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The Economics Of Money Banking And Financial Markets
Authors: Frederic S. Mishkin
11th Global Edition
1292094184, 978-1292094182
