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elf_fu elf_fu
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7 years ago
For an option trading in the money, what is the likely impact on the binomial option price as the number of binomial steps is increased?
A) The price will fall
B) The price will increase
C) The price will remain constant
D) The impact cannot be determined
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
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phuongha2892phuongha2892
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7 years ago
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elf_fu Author
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#2
7 years ago
Heavy Heart Correct
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