When valuing a call option using the binomial model, an increase in the probability that the underlying will go up most likely implies that the current price of the call option:
- A.
- increases.
- B.
- remains unchanged.
- C.
- decreases.
请问为什么选b 呢？
c0= s0*h -s+/1+r
h=cu-cd/su-sd
请问这道题目如果从公式的角度理解，怎么理解呢？