Consider a 1-period binomial model with r102 s0100 u1d105 -
Consider a 1-period binomial model with R=1.02, S0=100, u=1/d=1.05.
Compute the value of a European call option on the stock with strike K=102.
The stock does not pay dividends.
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consider a 1-period binomial model with r102 s0100 u1d105compute the value of a european call option on the stock with
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