What are the formulas for (u) and (d) in terms of volatility?

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What are the formulas for $u$ and $d$ in terms of volatility?

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Options Futures And Other Derivatives

ISBN: 9780132164948

8th Edition

Authors: John C. Hull

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Question Posted: Mar 04, 2024 07:00 AM

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What are the formulas for (u) and (d) in terms of volatility?

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The formulas for u u and d d in terms of volatility depend on the specific model being used However ...View the full answer

Options Futures And Other Derivatives

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