Given the following parameters, compute the {p 1 , p 2 , p 3 } values in
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Given the following parameters, compute the {p1, p2, p3} values in the implicit finite differencing scheme.
The time step is h = 1/48, and the log stock price step is k = 0.10.
Transcribed Image Text:
S = 100, K100, o = 0.3, r = 0.10
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