In demonstrating the transition from the binomial model to the Black?Scholesmodel, the parametrization u/d = e ????t

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In demonstrating the transition from the binomial model to the Black?Scholesmodel, the parametrization u/d = e????t chosen in step 3, with ?t = ?/T.?Show that the martingale principle results in the same risk-neutral probability?image

if the u/d-parametrization is Taylor-expanded to second order.

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