The modified binomial options pricing model and the revised replicating portfolio approach with the concept of sustainability options
Tyrone T. Lin, Hui-Tzu Yen and Shu-Yen Hsu
| Year of publication: |
2020
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|---|---|
| Authors: | Lin, Tyrone T. ; Yen, Hui-Tzu ; Hsu, Shu-Yen |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 7.2020, 2, p. 1-24
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| Subject: | Binomial options pricing model | net present value | pricing | replicating portfolio approach | sustainability options | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Derivat | Derivative | Nachhaltige Entwicklung | Sustainable development |