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Results tagged with option-pricing
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user 71660
Questions about models for the valuation of option contracts.
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Pricing option with k-branch binomial tree, risk neutral pricing
Suppose I have a binomial tree with 4 branches, \$14,\$19, \$24, \$28. I have a call option with strike K=20. How would I compute the price of the call option while respecting risk neutral probabilite …
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