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Binomial options pricing model
Known as:
Binomial
, Binomial option models
, CRR model
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In finance, the binomial options pricing model (BOPM) provides a generalizable numerical method for the valuation of options. The binomial model was…
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Related topics
Related topics
22 relations
Algorithm
Backward induction
Binomial heap
Black–Derman–Toy model
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Papers overview
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2013
2013
An user friendly Real Options based Model to Optimize Pharmaceutical R&D Portfolio
A. Morreale
,
G. L. Nigro
2013
Corpus ID: 198112396
Pharmaceutical industry pays great attention to its R&D process because it is a long, dynamic, very expensive, and uncertain…
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2010
2010
Options evaluation - Black-Scholes model vs. binomial options pricing model
Ioan Trenca
,
M. Pochea
,
Angela-Maria Filip
2010
Corpus ID: 59941052
A huge number of financial institutions and companies use the options in risk management. A particularly important issue that…
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2010
2010
Blocks – Click for Details & Pricing
David Day
2010
Corpus ID: 208933292
2010
2010
Los Deribados Financieros como Herramienta para Evaluar la Reforma Laboral: Una Aproximación Binomial
S. Bou
,
Albert Hernández Colom
,
Carlota Linares Peréz
2010
Corpus ID: 163623623
Este articulo tiene como objetivo realizar un analisis de la reforma laboral del mercado espanol mediante la utilizacion de…
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2010
2010
Now What? Imperatives & Options for "Common Core" Implementation & Governance.
Chester E. Finn
,
Michael J. Petrilli
2010
Corpus ID: 155818573
2005
2005
Parallel algorithm for pricing American Asian options with multi-dimensional assets
Kai Huang
,
R. Thulasiram
International Symposium on High Performance…
2005
Corpus ID: 15183922
In this paper, we develop parallel algorithms for pricing American-style Asian options employing binomial tree method. We…
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2004
2004
A comparative Study of Two Analytical-Approximation Formulae and The Binomial Method for the Optimal Exercise Boundary of American Put Options
Song‐Ping Zhu
,
W. J. Francis
2004
Corpus ID: 118201340
2001
2001
Multithreaded algorithms for pricing a class of complex options
R. Thulasiram
,
L. Litov
,
H. Nojumi
,
Chris Downing
,
G. Gao
Proceedings, International Parallel and…
2001
Corpus ID: 37668032
In this paper, we study multithreaded algorithms for pricing American Style options. We describe the algorithms, explain their…
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1997
1997
CMBF Papers Pricing Options Under Generalised GARCH and Stochastic Volatility Processes
P. Ritchken
,
R. Trevor
1997
Corpus ID: 15147423
1
1931
1931
LISTER, H.(1929), Aids to Zoology, viii+214 p., 29 fig, London, Bailliere, Tindall & Cox., 3/6d.
工藤 六三郎
1931
Corpus ID: 161996877