Learn about an important method for valuing derivatives and other assets Gordon Scott has been an active investor and technical analyst for 20+ years. He is a Chartered Market Technician (CMT).

This study extends the Poisson binomial distribution by introducing correlation and dependence between binomial events, enhancing its ability to capture complex event types and improving model ...

An option pricing model in which the underlying asset can assume one of only two possible, discrete values in the next time period for each value that it can take on in the preceding time period.