Fractional Binomial Trees

Lecture Notes in Economics and Mathematical Systems - Option Pricing in Fractional Brownian Markets ◽

10.1007/978-3-642-00331-8_3 ◽

2009 ◽

pp. 33-55

Author(s):

Stefan Rostek

Keyword(s):

Binomial Trees

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The convergence of binomial trees for pricing the American put

The Journal of Risk ◽

10.21314/jor.2009.197 ◽

2009 ◽

Vol 11 (4) ◽

pp. 87-108 ◽

Cited By ~ 12

Author(s):

Mark S. Joshi

Keyword(s):

Binomial Trees ◽

American Put

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Achieving Higher Order Convergence for the Prices of European Options in Binomial Trees

SSRN Electronic Journal ◽

10.2139/ssrn.976561 ◽

2007 ◽

Cited By ~ 2

Author(s):

Mark S. Joshi

Keyword(s):

Higher Order ◽

European Options ◽

Order Convergence ◽

Binomial Trees ◽

Higher Order Convergence

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The Convergence of Binomial Trees for Pricing the American Put

SSRN Electronic Journal ◽

10.2139/ssrn.1030143 ◽

2007 ◽

Cited By ~ 7

Author(s):

Mark S. Joshi

Keyword(s):

Binomial Trees ◽

American Put

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Learning Options and Binomial Trees

SSRN Electronic Journal ◽

10.2139/ssrn.1343430 ◽

2010 ◽

Cited By ~ 1

Author(s):

Graeme Guthrie

Keyword(s):

Binomial Trees ◽

Learning Options

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Binomial Trees and Security Pricing Modeling

An Introduction to Mathematical Finance with Applications - Springer Undergraduate Texts in Mathematics and Technology ◽

10.1007/978-1-4939-3783-7_5 ◽

2016 ◽

pp. 209-252

Author(s):

Arlie O. Petters ◽

Xiaoying Dong

Keyword(s):

Binomial Trees ◽

Security Pricing

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Binomial trees as dynamical systems

Physica A Statistical Mechanics and its Applications ◽

10.1016/s0378-4371(00)00490-8 ◽

2001 ◽

Vol 292 (1-4) ◽

pp. 519-535

Author(s):

Roza Galeeva

Keyword(s):

Dynamical Systems ◽

Binomial Trees

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Can High-Order Convergence of European Option Prices be Achieved with Common CRR-Type Binomial Trees?

Bulletin of the Malaysian Mathematical Sciences Society ◽

10.1007/s40840-015-0221-2 ◽

2015 ◽

Vol 39 (4) ◽

pp. 1329-1342 ◽

Cited By ~ 2

Author(s):

Guillaume Leduc

Keyword(s):

High Order ◽

Option Prices ◽

Order Convergence ◽

European Option ◽

Binomial Trees ◽

High Order Convergence

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Option Terminology and an Introduction to Binomial Trees

A Pragmatic Guide to Real Options ◽

10.1057/9781137391162_3 ◽

2014 ◽

pp. 33-52

Author(s):

Tom Arnold

Keyword(s):

Binomial Trees

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Implied Binomial Trees

The Journal of Finance ◽

10.1111/j.1540-6261.1994.tb00079.x ◽

1994 ◽

Vol 49 (3) ◽

pp. 771-818 ◽

Cited By ~ 759

Author(s):

MARK RUBINSTEIN

Keyword(s):

Binomial Trees

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A linear time algorithm for edge coloring of binomial trees

Discrete Mathematics ◽

10.1016/0012-365x(95)00191-x ◽

1996 ◽

Vol 150 (1-3) ◽

pp. 247-256 ◽

Cited By ~ 3

Author(s):

M. Kubale ◽

K. Piwakowski

Keyword(s):

Linear Time ◽

Edge Coloring ◽

Time Algorithm ◽

Linear Time Algorithm ◽

Binomial Trees

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