5628数理金融中等数值题short
Two-Step Binomial Call 3
题目
Use a two-step binomial tree with spot 120, strike 115, up factor 1.08, down factor 0.94, rate 0.02, and step size Δt=1. 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 120, strike 115, up factor 1.08, down factor 0.94, rate 0.02, and step size Δt=1. 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