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  1. business
  2. finance
  3. let a(0) = 100, a(1) = 120, s(0) = 100 dollars and

Let A(0) = 100, A(1) = 120, S(0) = 100 dollars and S(1) = 150...

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Finance

Let A(0) = 100, A(1) = 120, S(0) = 100 dollars and S(1) = 150 dollars, if stock goes up with probability P 90 dollars, if stock goes down with probability 1-P Compute the price C(0) of a call option with exercise time 1 with a strike price is $100.

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