Binomial Model for European Options

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-030-13751-9_7 ◽

2019 ◽

pp. 119-130

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Keyword(s):

Binomial Model ◽

European Options

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Binomial Model for European Options

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-642-33929-5_7 ◽

2012 ◽

pp. 79-89

Author(s):

Szymon Borak ◽

Wolfgang Karl Härdle ◽

Brenda López-Cabrera

Keyword(s):

Binomial Model ◽

European Options

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Binomial Model for European Options

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-540-76272-0_7 ◽

2008 ◽

pp. 117-127

Keyword(s):

Binomial Model ◽

European Options

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Performance Measure of Binomial Model for Pricing American and European Options

Applied and Computational Mathematics ◽

10.11648/j.acm.s.2014030601.14 ◽

2014 ◽

Vol 3 (6) ◽

pp. 18 ◽

Cited By ~ 1

Author(s):

Fadugba Sunday Emmanuel

Keyword(s):

Performance Measure ◽

Binomial Model ◽

European Options

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Binomial Model for European Options

Statistics of Financial Markets ◽

10.1007/978-3-642-11134-1_7 ◽

2010 ◽

pp. 81-92

Author(s):

Szymon Borak ◽

Wolfgang Karl Härdle ◽

Brenda López Cabrera

Keyword(s):

Binomial Model ◽

European Options

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Pricing European options in complete markets. The binomial model and the Cox-Ross-Rubinstein formula

Translations of Mathematical Monographs - Financial Markets ◽

10.1090/mmono/184/04 ◽

1999 ◽

pp. 31-45 ◽

Cited By ~ 10

Keyword(s):

Binomial Model ◽

European Options ◽

Complete Markets

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Binomial Model for European Options

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-662-10026-4_7 ◽

2004 ◽

pp. 95-105

Author(s):

Jürgen Franke ◽

Wolfgang Härdle ◽

Christian M. Hafner

Keyword(s):

Binomial Model ◽

European Options

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Binomial Model for European Options

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-642-54539-9_7 ◽

2014 ◽

pp. 121-131

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Keyword(s):

Binomial Model ◽

European Options

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Binomial Model for European Options

Statistics of Financial Markets ◽

10.1007/978-3-642-16521-4_7 ◽

2010 ◽

pp. 133-144

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Keyword(s):

Binomial Model ◽

European Options

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Exploring the determinants of leisure activity for baby boomers : By applying Poisson model and negative binomial model

International Journal of Tourism and Hospitality Research ◽

10.21298/ijthr.2017.07.31.7.135 ◽

2017 ◽

Vol 31 (7) ◽

pp. 135-147

Author(s):

Heungryel Kim

Keyword(s):

Baby Boomers ◽

Negative Binomial ◽

Leisure Activity ◽

Poisson Model ◽

Negative Binomial Model ◽

Binomial Model

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Fast Pricing and Calculation of Sensitivities of OTM European Options Under Levy Processes

SSRN Electronic Journal ◽

10.2139/ssrn.1589809 ◽

2010 ◽

Cited By ~ 6

Author(s):

Sergei Z. Levendorskii ◽

Jiayao Xie

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

European Options

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