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2013/05/26 · www.investmentlens.com We price an american binary call option in a 3 period binomial tree model. Idea is to show how an option with a particular payoff can be priced in discrete time framework.

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An options valuation method developed by Cox, et al, in 1979. The binomial option pricing model uses an iterative procedure, allowing for the specification of nodes, or points in time, during the

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The binomial option pricing model is based upon a simple formulation for the asset price process in which the asset, in any time period, can move to one of two possible prices.

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