Option Pricing Class Problem (part 3)

The complete solutions for the Option Pricing Class Problem are available in the Option Pricing Class Problem Solutions document.  Parts A and B feature solutions for put and call prices using the replicating portfolio, delta hedging, and risk neutral valuation methods.  Parts C and D feature solutions for longer dated (2 timesteps instead of just 1) puts and calls.  There, I rely upon the risk neutral valuation approach along with put-call parity.

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