Construct binomial european call option pricing function

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Question: Here ' s an advanced version of exercise 10. Consider an alternative parameterization of the binomial:

Construct binomial European call and put option pricing functions in VBA for this parameterization and show that they also converge to the Black-Scholes formula. (The message here is that the parameterization of the binomial Up and Down is not unique.)

Reference no: EM131453861

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