4466数理金融简单数值题short
Risk-Neutral Probability And No-Arbitrage 1
题目
In a one-period binomial model, S0=100, Su=120, Sd=90, and the simple risk-free rate is 0. Compute the risk-neutral probability of the up state, and state whether the no-arbitrage condition holds.
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你的答案
q
no-arbitrage