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should be answered by building an n = n =10-period binomial model for the short-rate, r_{i,j} ri , j ?. The lattice parameters are: r_{0,0}
should be answered by building an n = n =10-period binomial model for the short-rate, r_{i,j} ri , j ?. The lattice parameters are: r_{0,0} = 5% r 0,0 ?=5%, u = 1.1 u =1.1, d = 0.9 q =1-q = 1/2 Q1...
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