Binomial tree — details

About this app

The binomial price V(N) for N = 1…150 as a dot sequence: it sawtooths around the Black-Scholes line and cinches onto it — “converge” animates N; u/d/p tick along. Debunks “binomial and Black-Scholes are different theories”: BS is the limit of the tree.

Subject: Financial derivatives

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