Use the numerical method of the trinomial tree (or the explicit finite
Q.13 Use the numerical method of the trinomial tree (or the explicit finite difference method) for computing the value an American put knowing the following information: S = 92; X = 96; RF = 0, 05; Sigma = 0.25; T = 5/12; b = 0.11; n = 900. Q.14 Use Q.13 informations for the calculation […]
