In 18.12, what does the binomial tree give for the value of a six-monthEuropean put
Chapter 18, Problem 18.13(choose chapter or problem)
In 18.12, what does the binomial tree give for the value of a six-monthEuropean put option on futures with a strike price of 60? If the put were American, would it ever be worth exercising it early? Verify that the call prices calculated in 18.12 and the put prices calculated here satisfy putcall parity relationships.
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