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- 2013-8-21
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another question on this item set - question 9
why dont you use 1.03^(60/365) when you are finding the up move and then ultimately discounting the option price??
i.e. 1.03^(60/365) - .90 / (1.15 - .90)
thanks! |
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发表于 2013-4-22 07:31
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