Search Results - subject:"Binomial tree model"

Predictable forward performance processes : infrequent evaluation and applications to human-machine interactions

Liang, Gechun; Strub, Moris Simon; Wang, Yuwei - In: Mathematical finance : an international journal of … 33 (2023) 4, pp. 1248-1286

Persistent link: https://www.econbiz.de/10014370650

Assessment of investment decisions in bulk shipping through fuzzy real options analysis

Zhang, Xiayan; Yin, Jingbo - In: Maritime economics & logistics 25 (2023) 1, pp. 122-139

Persistent link: https://www.econbiz.de/10014251389

Nonparametric predictive inference for European option pricing based on the binomial tree model

He, Ting; Coolen, Frank P. A.; Coolen-Maturi, Tahani - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1692-1708

Persistent link: https://www.econbiz.de/10012214368

Diffusion equations : convergence of the functional scheme derived from the binomial tree with local volatility for non smooth payoff functions

Baptiste, Julien; Lépinette, Emmanuel - In: Applied mathematical finance 25 (2018) 5/6, pp. 511-532

Persistent link: https://www.econbiz.de/10012129179

Calibration to American options : numerical investigation of the de-Americanization method

Burkovska, O.; Gass, M.; Glau, Kathrin; Mahlstedt, M.; … - In: Quantitative finance 18 (2018) 7, pp. 1091-1113

Persistent link: https://www.econbiz.de/10011911523

Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion

Kim, Young Shin; Stoyanov, Stoyan V.; Račev, Svetlozar T. - In: Economics letters 145 (2016), pp. 225-229

Persistent link: https://www.econbiz.de/10011618437

Real option analysis of aircraft acquisition : a case study

Hu, Qiwei; Zhang, Anming - In: Journal of air transport management 46 (2015), pp. 19-29

Persistent link: https://www.econbiz.de/10011342685

Evaluating China's biomass power production investment based on a policy benefit real options model

Wang, Xingwei; Cai, Yanpeng; Dai, Chao - In: Energy 73 (2014) C, pp. 751-761

In this study, a policy benefit real options model was developed to evaluate biomass power production investment in China. A method based on the cumulative probability was proposed using binomial decision tree calculations for the exercising of options in order to evaluate the optimal investment...

Persistent link: https://www.econbiz.de/10011055246

An improved combinatorial approach for pricing Parisian options

Lyuu, Yuh-Dauh; Wu, Cheng-Wei - In: Decisions in Economics and Finance 33 (2010) 1, pp. 49-61

Persistent link: https://www.econbiz.de/10008552394