Assume that the annual interest rate, r, is equal to 1%. Also assume that the annualized volatility
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First we can find u and d in order to match the volatility on the asset u e e 0101 11052 ...View the full answer
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Related Book For
An Introduction to the Mathematics of Financial Derivatives
ISBN: 978-0123846822
3rd edition
Authors: Ali Hirsa, Salih N. Neftci
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