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    Derivatives and Risk Management Study Set 2
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    Exam 5: Option Pricing Models: the Black-Scholes-Merton Model
  5. Question
    The Black-Scholes-Merton Model Is the Discrete Time Limit to the Binomial
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The Black-Scholes-Merton Model Is the Discrete Time Limit to the Binomial

Question 14

Question 14

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The Black-Scholes-Merton model is the discrete time limit to the binomial model.

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