5626数理金融中等数值题short
Two-Step Binomial Call 1
题目
Use a two-step binomial tree with spot 100, strike 100, up factor 1.1, down factor 0.9, rate 0.03, and step size Δt=0.5. What is the European call price at time 0?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案
题目
Use a two-step binomial tree with spot 100, strike 100, up factor 1.1, down factor 0.9, rate 0.03, and step size Δt=0.5. What is the European call price at time 0?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案