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.
Please Note: Blog posts are not selected, edited or screened by Seeking Alpha editors. In previous posts, we provided examples of pricing European and American options in Excel. For pricing the ...
7monon MSN
Using Decision Trees in Finance
Decision trees are major components of finance, philosophy, and decision analysis in university classes. Yet, many students ...
Vol. 70, No. 10, Special Issue: Computational Approaches and Data Analytics in Financial Services (OCTOBER 2019), pp. 1678-1691 (14 pages) Published By: Taylor & Francis, Ltd. This article introduces ...
The paper studies the binomial tree method for American options in a jump-diffusion model. We employ the theory of viscosity solution to show uniform convergence of the binomial tree method for ...
IN DECEMBER 2004, FASB ISSUED ITS NEWEST standard, Statement no. 123(R), Share-Based Payment. It is proving to be as controversial as its predecessors. The most significant change is the requirement ...
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