10 期权定价:二叉树

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* 确定$p$ $$u=1+10\%=1.1, d=1-10\%=0.9, p=\frac{e^{rT}-d}{u-d}=\frac{e^{8\%\times\frac{6}{12}-0.9}}{1.1-0.9}=0.7041$$