Show transcribed image text 2. (2 points) Show that for a CRR tree the uptick probability p = idd, where u = ev 37 and d = 1/u satisfies for Δt = T/n sufficiently small.
2. (2 points) Show that for a CRR tree the uptick probability p = idd, where u = ev 37 and d = 1/u satisfies for Δt = T/n sufficiently small.