Binomial Options Pricing ·
Cox-Ross-Rubinstein 1979
un
seel
.com · Lattice tree · Backward induction · Risk-neutral p
Spot
$100
Step
—
Beat
—
Stock price node
Up move (u = 1.236)
Down move (d = 0.809)
Option value (call)
Root C₀ = $12.90
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.com · Binomial Options Pricing