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Week11 Sol by Vaishali Senthil is a document available to read on EtoBox.

What is Week11 Sol about?

The document outlines the agenda for Week 11 of IEOR 221, focusing on the binomial lattice model from log-normal parameters and options with early exercise. It includes examples of pricing American put and digital call options using a binomial lattice, as well as a Bermudan put option. Key parameters such as stock prices, volatilities, and interest rates are provided for the calculations.

Author

Vaishali Senthil

Language

EN