Suppose the stock price model parameters are: U =1.1, D =0.9,S= 100. P =0.85.

匿名用户 最后更新于 2021-06-30 19:16 商科Business

Suppose the stock price model parameters are: U =1.1, D =0.9,S= 100. P =0.85. The expiry time of an American put option t =3, the strike price X=105, and the interest rate r=0.05. Please use the chain rule method to find the price of the option at time t=0.

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