Option Pricing under Risk Neutral prob. Presented by Chun-Yuan Chiu 邱俊淵. Option Basic. Arbitrage. 因地、因時 Put-Call Parity ： C – P + K = F. The Binomial Option Pricing Model. Replicate a call : h shares of stock + B dollars. The Binomial Option Pricing Model.
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Option Pricingunder Risk Neutral prob.
Presented by Chun-Yuan Chiu
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