In the binomial option pricing model, the factor "u" by which the underlying price goes UP, is a function of what variab

[answerhappygod]

In the binomial option pricing model, the factor "u" by which the underlying price goes UP, is a function of what variable?
underlying asset's volatility
underlying asset's price
time to option expiration
None of the above
Which of the following models does NOT use the concept of risk-neutral probability?
a.
Binomial option pricing model
b.
Discounted Cash Flow model
c.
CDS valuation model
d.
Merton's credit risk model