Question: be 2. Consider the one step binomial model. Show that the discounted stock price, hete Sr/ martingale under the probability der which the empirical Pis

be 2. Consider the one step binomial model. Show that the

be 2. Consider the one step binomial model. Show that the discounted stock price, hete Sr/ martingale under the probability der which the empirical Pis replaced by the constructed WISS be 2. Consider the one step binomial model. Show that the discounted stock price, hete Sr/ martingale under the probability der which the empirical Pis replaced by the constructed WISS

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