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suppose s = 100, k =95, r =8% ( continuously compounding ), t =1, = 30% and =5%. explicitly construct an eighth period binomial tree
suppose s = 100, k =95, r =8% ( continuously compounding ), t =1, = 30% and =5%. explicitly construct an eighth period binomial tree using the cox ross rubinstein for u and d:
u= e ^( sqrt(h))
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