NO.PZ2018062007000079
问题如下：
Based on the binomial model, an increase in the actual probability of an upward move in the underlying will result in the option price:
选项：
A.
decreasing.
B.
remaining the same.
C.
increasing.
解释：
B is correct. The binomial model does not consider the actual probabilities of upward and downward movements in determining the option value. Thus, a change in this probability has no effect on the calculated option price.
中文解析：
二项模型在决定期权价值时没有考虑实际的向上和向下运动的概率，使用的是假设的risk-neutral probability。因此，这个概率的变化对计算出来的期权价格没有影响。
从公式来看的话，会改变pai，那为什么不改变price呢？
