2 period binomial tree for Option value (European vs American) - 【CFA学习交流讨论】 - CFA论坛

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发表于 2011-7-13 13:19 | 显示全部帖子

For example, if the call value derived from 2nd period is smaller than the call value calculated from 1st period, we just simply use 1st period value and ignore the value from 2nd period, right?

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