What condition is required on the movement of stock prices for the binomial tree to be recombining?

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Derivatives Principles And Practice

ISBN: 9780078034732

2nd Edition

Authors: Rangarajan Sundaram

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Question Posted: Jan 10, 2024 01:00 AM

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What condition is required on the movement of stock prices for the binomial tree to be recombining?

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The binomial tree model for stock prices assumes that in each period the price of a stock can either ...View the full answer

Derivatives Principles And Practice

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