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Use the binomial tree to calculate the price of the following American put option: S0= 47.2,K= 50,r= 10%,q= 0,= 20%,T= 1/6, and t= 1/12.
Use the binomial tree to calculate the price of the following American put option:
S0= 47.2,K= 50,r= 10%,q= 0,= 20%,T= 1/6, and t= 1/12.
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Inside Company Valuation
Authors: Angelo Corelli
1st Edition
3319537822, 9783319537825
