Decision tree and Microsoft Excel approach for option pricing model
Jow-Ran Chang and John Lee
| Year of publication: |
2024
|
|---|---|
| Authors: | Chang, Jow-Ran ; Lee, John |
| Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3. - New Jersey : World Scientific, ISBN 978-981-12-6324-8. - 2024, p. 2683-2726
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| Subject: | Binomial option pricing model | Call option | Put option | One-period OPM | Two-period OPM | n-Period OPM | Synthetic option | Excel program | Black-Scholes model | Excel VBA | European options | American option | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Black-Scholes-Modell | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811269943_0084 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015047742