Here?s an advanced version of exercise 10. Consider an alternative parameterization of the binomial: Construct binomial European

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Here?s an advanced version of exercise 10. Consider an alternative parameterization of the binomial:

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Construct binomial European call and put option pricing functions in VBA for this parameterization and show that they also converge to the Black-Scholes formula.?

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Financial Modeling

ISBN: 9780262027281

4th Edition

Authors: Simon Benninga

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