The Black Scholes option pricing model can be derived from the Binomial Option Pricing Model, assuming that
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The Black Scholes option pricing model can be derived from the Binomial Option Pricing Model, assuming that the length of each period and the movement of the share price converges to 0 and that the number of periods increases to infinity
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Related Book For
Financial Reporting and Analysis
ISBN: 978-1259722653
7th edition
Authors: Lawrence Revsine, Daniel Collins, Bruce Johnson, Fred Mittelstaedt, Leonard Soffer
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