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Binomial options pricing model

Known as: Binomial, Binomial option models, CRR model 
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

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AlgorithmBackward inductionBinomial heapBlack–Derman–Toy model

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2013
2013
An user friendly Real Options based Model to Optimize Pharmaceutical R&D Portfolio
Pharmaceutical industry pays great attention to its R&D process because it is a long, dynamic, very expensive, and uncertain… 
2010
2010
Options evaluation - Black-Scholes model vs. binomial options pricing model
A huge number of financial institutions and companies use the options in risk management. A particularly important issue that… 
2010
2010
Blocks – Click for Details & Pricing
2010
2010
Now What? Imperatives & Options for "Common Core" Implementation & Governance.
2005
2005
Parallel algorithm for pricing American Asian options with multi-dimensional assets
In this paper, we develop parallel algorithms for pricing American-style Asian options employing binomial tree method. We… 
2004
2004
A comparative Study of Two Analytical-Approximation Formulae and The Binomial Method for the Optimal Exercise Boundary of American Put Options
2002
2002
Performance evaluation of parallel algorithms for pricing multidimensional financial derivatives
We develop parallel algorithms for pricing a class of multidimensional financial derivatives employing a binomial lattice… 
2001
2001
Multithreaded algorithms for pricing a class of complex options
In this paper, we study multithreaded algorithms for pricing American Style options. We describe the algorithms, explain their… 
1997
1997
CMBF Papers Pricing Options Under Generalised GARCH and Stochastic Volatility Processes
1 
1931
1931
LISTER, H.(1929), Aids to Zoology, viii+214 p., 29 fig, London, Bailliere, Tindall & Cox., 3/6d.