Explain the no-arbitrage argument used to value an option when there is a one-step binomial tree.

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Options Futures And Other Derivatives

ISBN: 9780136939979

11th Edition

Authors: John C. Hull

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Question Posted: Mar 26, 2024 05:00 AM

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Explain the no-arbitrage argument used to value an option when there is a one-step binomial tree.

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Options Futures And Other Derivatives

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