Question
Using a binomial tree, what is the price of S 0 uu? Assume the following data: S 0 = $30, = .35, T = 6
Using a binomial tree, what is the price of S0uu? Assume the following data: S0 = $30, = .35, T = 6 month divided into 5 steps, i.e., each step is 0.1 year.
$37.43
$35.28
$36.19
$39.08
none of the above
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The Essentials Of Machine Learning In Finance And Accounting
Authors: Mohammad Zoynul Abedin, M. Kabir Hassan, Petr Hajek, Mohammed Mohi Uddin
1st Edition
0367480816, 978-0367480813
