2-Period Binomial Model

Creator
Creator
Seonglae Cho
Created
Created
2023 Apr 27 6:21
Editor
Edited
Edited
2023 May 2 8:40
Refs
Refs

옵션의 공정가격

1. compute V1 first

notion image
ω12,11,22,21\omega_{12, 11, 22, 21}등으로 이벤트 표시
Q 확률측도에 대한 기댓값 ω1\omega_1 dependency
 

compute final expectation

notion image
 
 
 
 
 

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