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Search: subject:"Binomial tree"
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binomial tree
27
Option pricing theory
20
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20
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71
Binomial trees as dynamical systems
Galeeva, Roza
- In:
Physica A: Statistical Mechanics and its Applications
292
(
2001
)
1
,
pp. 519-535
known as a
binomial
tree
. This is a tree which represents the possible paths, that might be followed by the underlying …
Persistent link: https://www.econbiz.de/10011057350
Saved in:
72
Barrier Option Pricing Using Adjusted Transition Probabilities
Barone-Adesi, Giovanni
;
Fusari, Nicola
;
Theal, John
necessary to achieve accurate option price approximations. Using the Cox/Ross/Rubinstein
binomial
tree
model and a suitable …
Persistent link: https://www.econbiz.de/10005162995
Saved in:
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