问一道题：NO.PZ2018062007000047

NO.PZ2018062007000047 问题如下 Whiof the followings is most likely correabout binomioption pricing mol? A.The actuprobabilities of the up anwn moves is important factor in termining the value of the option. B.Two possible outcomes on periolater not matter. C.The volatility of the unrlying is important factor in termining the value of the option. C is correct.The actuprobabilities are not requirein binomimol, but risk-neutrprobabilities are require In aition, two possible outcomes are also important factors in termining the value of the option.中文解析二项模型不需要实际概率，需要的是风险中性概率。A错开叉后的两种可能的结果是决定期权价值的重要因素。B错波动率影响开叉的幅度，从而影响up/wn的size，C对。 我想问一个unrelate的问题，就是how es “no arbitrage metho anthe BinomiMol fit together? 我不太懂为什么突然又加进来一个arbitrage metho这个metho是Binomi里的一个步骤吗？那个H的计算是用在哪里的呀？

NO.PZ2018062007000047 请问B怎么理解，为什么不对？

    请问老师这道题的知识点在哪里讲过？