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. Consider a binomial model with parameters T = 3, S0 = 100, r =0, u = 1, d = 0.5, p ? (0, 1).
. Consider a binomial model with parameters T = 3, S0 = 100, r =0, u = 1, d = 0.5, p ? (0, 1). Consider the replicating portfolioof a call option with strike price 100. Answer the followingquesti 2 answers
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Derivatives Markets
Authors: Rober L. Macdonald
4th edition
321543084, 978-0321543080
