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Binomial Tree Option Pricing
The following cell is a calculator for the binomial tree option pricing, written by ChatGPT o1 in Python.
ChatGPT o1 and Zhiyu Fu
Feb 16, 2025
Box Spread
This project will guide you in creating a box spread using the put-call parity. We show that by combining different positions in highly nonlinear and risky options, we can…
Zhiyu Fu
Feb 6, 2025
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