Question: How many binomial trees must be built for pricing a swing option? a. As many as there are deliveries allowed b. One, assuming all deliveries

 How many binomial trees must be built for pricing a swing

How many binomial trees must be built for pricing a swing option? a. As many as there are deliveries allowed b. One, assuming all deliveries have been made c. One, assuming none of the deliveries have been made Cd. None of the above

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