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Case
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Reference no. UVA-F-0943
Published by: Darden Business Publishing
Originally published in: 1990
Version: 04.2002
Length: 12 pages
Data source: Published sources

Abstract

This note is designed to introduce the binomial option-pricing model. It covers the basic concepts using a one-period model and then provides an example of a two-period model. The note focuses on a conceptual approach to binomial option pricing rather than formulas.

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Abstract

This note is designed to introduce the binomial option-pricing model. It covers the basic concepts using a one-period model and then provides an example of a two-period model. The note focuses on a conceptual approach to binomial option pricing rather than formulas.

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