For details on option pricing using trees see Cox, John C., Stephen A. Ross, and Mark Rubinstein. "Option pricing: A simplified approach." Journal of financial Economics 7.3 (1979): 229-263. For introduction to different type of options see
Option Price | PV 1st Premium | PV Premium | Processing Time | Timesteps |
4.525386 | 4.525386 | 4.525386 | 0.000 secs | 1 |
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