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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

22 relations
AlgorithmBackward inductionBinomial heapBlack–Derman–Toy model

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
One of the most popular techniques to take into account the finite ground conductivity in the evaluation of the radial component… 
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
Option Pricing on the GPU
In recent years, Graphics Processing Units (GPUs) have been opened to general purpose programming. As a result, researchers and… 
2009
2009
Extending and simulating the quantum binomial options pricing model
Pricing options quickly and accurately is a well known problem in finance. Quantum computing is being researched with the hope… 
2008
2008
Fixed versus flexible production systems: A real options analysis
2008
2008
Exploring Reconfigurable Architectures for Binomial-Tree Pricing Models
This paper explores the application of reconfigurable hardware to the acceleration of financial computations involving binomial… 
2004
2004
Architecture independent parallel binomial tree option price valuations
2004
2004
A comparative Study of Two Analytical-Approximation Formulae and The Binomial Method for the Optimal Exercise Boundary of American Put Options
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… 
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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