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  • Search: subject:"Binomial option pricing model"
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Year of publication
Subject
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Binomial option pricing model 8 Option pricing theory 8 Optionspreistheorie 8 Derivat 7 Derivative 7 Black-Scholes model 3 Black-Scholes-Modell 3 CAPM 3 Non-risk neutral pricing 2 Option trading 2 Optionsgeschäft 2 Risk averse pricing 2 Risk neutral pricing 2 S-REITs 2 Singapore 2 binomial option pricing model 2 ANOM 1 American option 1 American options 1 BOPM 1 Black-Scholes option pricing model 1 Call option 1 Classification 1 Cricket 1 Dividend 1 Dividende 1 European call/put 1 European options 1 Excel 1 Excel VBA 1 Excel program 1 Immobilien 1 Immobilienfonds 1 India 1 Language 1 Lognormal distribution method 1 Markov methods 1 Monte Carlo methods 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1
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Online availability
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Undetermined 9 Free 1
Type of publication
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Article 10 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 6 Aufsatz in Zeitschrift 6 Aufsatz im Buch 2 Book section 2 research-article 2
Language
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English 10 Undetermined 1
Author
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Lee, John 3 Lee, Cheng F. 2 Tay, Shea Jean 2 Anuradha, N. 1 Bhattacharjee, Atanu 1 Bhattacharjee, Dibyojyoti 1 Chang, Jow-Ran 1 Chen, Yibing 1 Dar, Amir Ahmad 1 Graham, Jeffrey 1 Ho, Kim Hin David 1 Ho, Kim-hin David 1 Kao, Lie-Jane 1 Langevin, Eric 1 Lien, Che-Hui 1 Richie, Nivine 1 Rubinstein, Mark 1 Saikia, Hemanta 1 Tian, Yisong Sam 1 Yeh, I.-Cheng 1
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Institution
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Institute of Business and Economic Research (IBER), Walter A. Haas School of Business 1
Published in...
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3 2 Advances in financial education : journal of the Financial Education Association 1 Applied economics letters 1 International journal of financial engineering 1 International journal of services, economics and management 1 Journal of Property Investment & Finance 1 Journal of property investment & finance 1 Research Program in Finance, Working Paper Series 1 Review of quantitative finance and accounting 1 Sport, Business and Management: An International Journal 1
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Source
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ECONIS (ZBW) 8 Other ZBW resources 2 RePEc 1
Showing 11 - 11 of 11
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On the Relation Between Binomial and Trinomial Option Pricing Models
Rubinstein, Mark - Institute of Business and Economic Research (IBER), … - 2000
This paper shows that the binomial option pricing model, suitably parameterized, is a special case of the explicit …
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