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Business, 03.05.2021 15:20 anatomyfl

The current price of a non-dividend paying stock is $100. Use a two-step tree to value a European call option on the stock with a strike price of $100 that expires in 6 months. Each step is 3 months, the risk free rate is 0% per annum with continuous compounding. What is the option price when u

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The current price of a non-dividend paying stock is $100. Use a two-step tree to value a European ca...
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