In the binomial option pricing model, the factor "u" by which the underlying price goes UP, is a function of what variable?

		underlying asset's volatility
		underlying asset's price
		time to option expiration
		None of the above

Which of the following models does NOT use the concept of risk-neutral probability?

	a.	Binomial option pricing model
	b.	Discounted Cash Flow model
	c.	CDS valuation model
	d.	Merton's credit risk model