corporate success. In this dissertation research, we present two new methodologies, the implied binomial tree approach and the … valuation.First, we present the implied binomial tree approach to consolidate the representation of multiple sources of … modeling flexibility. This approach was motivated by the Implied Binomial Tree (IBT) approach that is widely used to value …

-specific) combination of the underlyings. More specifically, we use a multivariate binomial tree real options approach for analyzing the …

of variance (CEV) process. We build a binomial tree method to estimate the CEV process and use it to price arithmetic … Asian options. We find that the binomial tree method for the lognormal case can effectively solve the computational problems …