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Increasing the number of intervals in the binomial model causes the price shift parameters to change. New estimates are related to: A. the standard deviation
Increasing the number of intervals in the binomial model causes the price shift parameters to change. New estimates are related to:
A. the standard deviation of the underlying asset.
B. the up state multiplier equals the standard deviation divided by root n.
C. the number of intervals in a year.
D. All of the above.
E. None of the above.
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