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Trinomial tree

The trinomial tree is a lattice based computational model used in financial mathematics to price options. It was developed by Phelim Boyle in 1986… 
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Related topics

Related topics

9 relations
Binomial options pricing modelBlack–Karasinski modelComputational modelFinite difference method

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2014
2014
Low-latency option pricing using systolic binomial trees
This paper presents a novel reconfigurable hardware accelerator for the pricing of American options using the binomial-tree model… 
2013
2013
Implementing the trinomial mark–recapture–recovery model in program mark
Time‐varying individual covariates present a challenge in modelling data from mark–recapture–recovery (MRR) experiments of wild… 
Review
2013
Review
2013
Zero Inflated Models for Overdispersed Count Data
The zero inflated models are usually used in modeling count data with excess zeros where the existence of the excess zeros could… 
2010
2010
Cache-optimal algorithms for option pricing
Today computers have several levels of memory hierarchy. To obtain good performance on these processors it is necessary to design… 
2007
2007
The Valuation of Top Limited Uncertain Interest Based on Monte Carlo Simulation
In this paper, we introduce the Top Limited uncertain interest, and define it as a kind of exotic options. Then we propose a… 
2004
2004
A Semi-Explicit Approach to Canary Swaptions in HJM One-Factor Model
Leveraging the explicit formula for European swaptions and coupon-bond options in HJM one-factor model, we develop a semi… 
2004
2004
Optimal Stopping Made Easy
This paper presents a simple discrete time model for valuing real options. A short proof of optimal exercise rules for the… 
2003
2003
Trinomial-tree Based Parallel Option Price Valuations
We examine how trinomial-tree based computations such as those involved in American or European-style option price valuations can… 
1999
1999
The adaptive mesh model : a new approach to e $ cient option pricing q
Most derivative securities must be priced by numerical techniques. These models contain `distribution errora and `nonlinearity… 
1999
1999
Valuation of Barrier Options in a Black-Scholes Setup with Jump Risk
This paper discusses the pitfalls in the pricing of barrier options using approximations of the underlying continuous processes… 
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