All Questions
2 questions
1
vote
1
answer
177
views
Calculating European call option, the Bjork way
We have a 3 period binomial tree with values:
...
- 57
1
vote
1
answer
119
views
Option analysis
Assume zero dividend and that the strike price for a European call option on a stock at a fixed maturity T and strike price K is given by C(K).Suppose that $C(K)=e^{-k}$ for all $K\geq 0$ ,then, I ...
