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Can someone help! Given a American put option, you should use binomial tree with monthly steps to find the value of u and d? and
Can someone help!
Given a American put option, you should use binomial tree with monthly steps to find the value of u and d? and also the value of p and q?
Let S(0) =100 (Stock price)
K= 110 (Strike price)
r= 0.03 (Risk free-rate)
T=1 (year)
Volatility= 20%.
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