In each small interval of time the stock price is aSsumed to move up by a...
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In each small interval of time the stock price is aSsumed to move up by a proportional amount cr to move down by a proportional amount d. Coosider the following binomial tree Suppose So-70.70, o-40%. At =0.0833 89.07 A. 70.70 70.70 56.12 Find the value of B? In each small interval of time the stock price is aSsumed to move up by a proportional amount cr to move down by a proportional amount d. Coosider the following binomial tree Suppose So-70.70, o-40%. At =0.0833 89.07 A. 70.70 70.70 56.12 Find the value of B?
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