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Business, 13.02.2020 18:31 evanwall91

Consider six months European put option with a strike price of $100 on a stock with current price $100. There are two time steps and in each time step the stock price either moves up by 10% or moves down by 10%. Risk-free interest rate is r=5%(on 3 months). Find the current option price.

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Consider six months European put option with a strike price of $100 on a stock with current price $1...
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