问题如下:
A call option on a stock index is valued using a three-step binomial tree with an up move that equals 1.05 and a down move that equals 0.95. The current level of the index is $190, and the option exercise price is $200. If the option value is positive when the stock price exceeds the exercise price at expiration and $0 otherwise, the number of terminal nodes with a positive payoff is:
选项:
A.one.
B.two.
C.three.
解释:
A is correct.
Only the top node value of $219.9488 exceeds $200
请问这道题是哪里说了三期二叉树的呀 做到第二期就有超过200了的