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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
Semantic Scholar uses AI to extract papers important to this topic.
2011
2011
Time-Domain Implementation of Cooray–Rubinstein Formula via Convolution Integral and Rational Approximation
F. Delfino
,
P. Girdinio
,
R. Procopio
,
M. Rossi
,
F. Rachidi
IEEE transactions on electromagnetic…
2011
Corpus ID: 41952328
One of the most popular techniques to take into account the finite ground conductivity in the evaluation of the radial component…
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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
Option Pricing on the GPU
Steven Solomon
,
R. Thulasiram
,
P. Thulasiraman
IEEE International Conference on High Performance…
2010
Corpus ID: 1722515
In recent years, Graphics Processing Units (GPUs) have been opened to general purpose programming. As a result, researchers and…
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2009
2009
Extending and simulating the quantum binomial options pricing model
K. Meyer
2009
Corpus ID: 125993478
Pricing options quickly and accurately is a well known problem in finance. Quantum computing is being researched with the hope…
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2009
2009
The Fuzzy Binomial Option Pricing Model under Knightian Uncertainty
Wei Li
,
Liyan Han
Sixth International Conference on Fuzzy Systems…
2009
Corpus ID: 34451509
Taking the Knightian uncertainty of financial market into consideration, the randomness and fuzziness of stock price should been…
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2008
2008
Fixed versus flexible production systems: A real options analysis
D. Fontes
European Journal of Operational Research
2008
Corpus ID: 20154344
2004
2004
Architecture independent parallel binomial tree option price valuations
A. Gerbessiotis
Parallel Computing
2004
Corpus ID: 6567726
2004
2004
Young Children's Behavioral Problems in Married and Cohabiting Families
Cynthia Osborne
,
S. McLanahan
,
J. Brooks-Gunn
2004
Corpus ID: 42931862
We use data from the Fragile Families Study (N = 1,370) to examine child behavioral problems among children born to cohabiting…
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Highly Cited
1997
Highly Cited
1997
Multicast on irregular switch-based networks with wormhole routing
R. Kesavan
,
K. Bondalapati
,
D. Panda
Proceedings Third International Symposium on High…
1997
Corpus ID: 10650798
This paper presents efficient multicasting with reduced contention on irregular networks with switch-based wormhole…
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1994
1994
An Optimal Fault-Tolerant Nonredundant Broadcasting Scheme in Injured Hypercubes
Jie Wu
J. Parallel Distributed Comput.
1994
Corpus ID: 42778533
Abstract We propose a nonredundant broadcasting scheme for injured hypercube multicomputers with direct-connection capability…
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