题目如下,恳求论坛的牛人们伸出援手相助,感激不尽:
A stock index currently stands at 300 and has a volatility of 20%. The risk-free rate is 8% and the dividend yield on the index is 3%. Use a 3-step binomial tree to value a 6-month put option on the index with a strike price of 300 if it is 1) European 2) American?作者: DarienHacker 时间: 2012-6-15 10:54