Search Results - subject:"Binomial option pricing model"

Estimating binomial and Black & Scholes option pricing models : Excel, R Language, and SAS program approach

Kao, Lie-Jane; Lee, John; Lee, Cheng F. - 2024

Persistent link: https://www.econbiz.de/10015047563

Decision tree and Microsoft Excel approach for option pricing model

Chang, Jow-Ran; Lee, John - 2024

Persistent link: https://www.econbiz.de/10015047742

The binomial option pricing model : the trouble with dividends

Tian, Yisong Sam - In: International journal of financial engineering 10 (2023) 4, pp. 1-31

Persistent link: https://www.econbiz.de/10014444726

Use of Taguchi method for optimisation of process parameters of option pricing model

Dar, Amir Ahmad; Anuradha, N. - In: International journal of services, economics and management 11 (2020) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10012256810

Evaluating real estate development project with Monte Carlo based binomial options pricing model

Yeh, I.-Cheng; Lien, Che-Hui - In: Applied economics letters 27 (2020) 4, pp. 307-324

Persistent link: https://www.econbiz.de/10012205448

Structured notes : an application of the binomial option pricing model

Graham, Jeffrey; Langevin, Eric; Richie, Nivine - In: Advances in financial education : journal of the … (2019), pp. 15-23

Persistent link: https://www.econbiz.de/10012302405

REIT market efficiency through a binomial option pricing tree approach

Ho, Kim Hin David; Tay, Shea Jean - In: Journal of Property Investment & Finance 34 (2016) 5, pp. 496-520

Purpose – The purpose of this paper is to examine the risk neutral and non-risk neutral pricing of Singapore Real Estate Investment Trusts (S-REITs) via comparing the average of the individual ratios (of deviation between expected and observed closing price/observed closing price) with the...

Persistent link: https://www.econbiz.de/10014898676

Alternative methods to derive option pricing models : review and comparison

Lee, Cheng F.; Chen, Yibing; Lee, John - In: Review of quantitative finance and accounting 47 (2016) 2, pp. 417-451

Persistent link: https://www.econbiz.de/10011595634

REIT market efficiency through a binomial option pricing tree approach

Ho, Kim-hin David; Tay, Shea Jean - In: Journal of property investment & finance 34 (2016) 4, pp. 496-520

Persistent link: https://www.econbiz.de/10011599031

Performance based market valuation of cricketers in IPL

Saikia, Hemanta; Bhattacharjee, Dibyojyoti; … - In: Sport, Business and Management: An International Journal 3 (2013) 2, pp. 127-146

performance index of cricketers, from first three seasons of IPL, and using the binomial option pricing model, the neutral present …

Persistent link: https://www.econbiz.de/10015006766