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The Binomial model We have a sequence of prices S0 , S1 , . . . , separated by a given time interval ∆t, with the following characteristics: 1. Only two possible outcomes are allowed. If now the price is Si , after so
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Document Date: 2009-08-07 02:05:57
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The Binomial model We have a sequence of prices S0 , S1 , . . . , separated by a given time interval ∆t, with the following characteristics: 1. Only two possible outcomes are allowed. If now the price is Si , after so