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… (More)
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2016
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
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
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
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
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
We introduce an architecture independent approach in describing how computations such as those involved in American or European… (More)
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Highly Cited
2000
Highly Cited
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
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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Highly Cited
1996
Highly Cited
1996
Probability distributions of stock market returns have typically been estimated from historical time series. The possibility of… (More)
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