CS代考 CS476/676 3
• Multi-period binomial lattice: multiplicative price model • Multi-period binomial model : additive log price model • Constructing a binomial lattice for underlying • European option pricing on a binomial lattice Multi-period binomial lattice model Copyright By https://powcoder.com 加微信 powcoder One-period binomial model is crude, to improve it, we use it in a small interval […]