Question: A binomial call option premium is calculated as C 0 = [qC uT + (1 q)C dT ] / (1 + i $ ) C
A binomial call option premium is calculated as
| C0 = [qCuT + (1 q)CdT] / (1 + i$) | ||
| C0 = [qCuT + (1 q)CdT] / (1 i$) | ||
| C0 = [qCdT + (1 q)CuT] / (1 i$) | ||
| C0 = [qCdT + (1 q)CuT] / (1 + i$) |
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