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  1. Nicole Seaman

    YouTube T4-09: Binomial option pricing model for equity index, currencies, and futures options

    Using a three-step binomial to price "options on other assets" (Hull 13.11 10th edition): equity index option, currency options and futures options (aka, options on futures contracts). The key difference is the calculation of p = probability of an up jump. For options on dividend-paying assets...