(L1): To extend the above discussion to two periods, suppose that the maturity of a call option is two years, and the price information of
(L1): To extend the above discussion to two periods, suppose that the maturity of a call option is two years, and the price information of stocks, government bonds, and call options by period is as shown in .
Calculate the call option price c in two ways.
That is, the calculation method to find the delta and the amount of government bond purchases,
Calculate c for each method of calculating the risk-neutral probability
