Question: Consider a binomial model with sigma=0.2, delta=0.05 and interest rate r of 5% a year, both compounded continuously. Using T=1 maturity of one year, initial

Consider a binomial model with sigma=0.2, delta=0.05 and interest rate r of 5% a year, both compounded continuously. Using T=1 maturity of one year, initial stock price S(0)=100 and N=4 periods, find the premium of the American Call C^A(K) for K=95

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