# Binomial options pricing model

## Papers overview

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2016

2016

- IEEE International Conference on Industrial…
- 2016

This study is to explore and assess the investment decision-making of the aesthetic medicine industry in light of uncertain… (More)

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2012

2012

- 2012

The simplest model for pricing d erivative securities is the binomial model. It generalizes the o n e period \up-down" model of… (More)

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2011

2011

- Algorithmic Finance
- 2011

We set a lower bound on the complexity of options pricing formulae in the lattice metric by proving that no general explicit or… (More)

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2009

2009

- Sixth International Conference on Fuzzy Systems…
- 2009

Taking the Knightian uncertainty of financial market into consideration, the randomness and fuzziness of stock price should been… (More)

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2006

2006

- SIAM J. Control and Optimization
- 2006

Markov-modulated models for equity prices have recently been extensively studied in the literature. In this paper, we apply some… (More)

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2004

2004

- Parallel Computing
- 2004

We introduce an architecture independent approach in describing how computations such as those involved in American or European… (More)

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2000

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2000

- 2000

Despite its success, the Black-Scholes formula has become increasingly unreliable over time in the very markets where one would… (More)

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1998

1998

- 1998

We present simple and fast algorithms for computing very tight upper and lower bounds on the prices of American Asian options in… (More)

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1997

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1997

- 1997

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1996

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1996

- 1996

Probability distributions of stock market returns have typically been estimated from historical time series. The possibility of… (More)

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