Pricing Options Using Binomial Trees

Dynamic Modeling and Econometrics in Economics and Finance - Derivative Security Pricing ◽

10.1007/978-3-662-45906-5_17 ◽

2015 ◽

pp. 371-387

Author(s):

Carl Chiarella ◽

Xue-Zhong He ◽

Christina Sklibosios Nikitopoulos

Keyword(s):

Pricing Options ◽

Binomial Trees

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◾ Pricing Options Using Binomial Trees

Quantitative Finance ◽

10.1201/b16039-21 ◽

2014 ◽

pp. 214-239

Keyword(s):

Pricing Options ◽

Binomial Trees

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Proper orthogonal decomposition for pricing options

The Journal of Computational Finance ◽

10.21314/jcf.2012.246 ◽

2012 ◽

Vol 16 (1) ◽

pp. 33-46 ◽

Cited By ~ 2

Author(s):

Olivier Pironneau

Keyword(s):

Proper Orthogonal Decomposition ◽

Orthogonal Decomposition ◽

Pricing Options ◽

Proper Orthogonal

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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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Pricing Options on the Dax - An Empirical Investigation

SSRN Electronic Journal ◽

10.2139/ssrn.1149417 ◽

2006 ◽

Cited By ~ 1

Author(s):

Rene Reinsberg

Keyword(s):

Empirical Investigation ◽

Pricing Options

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Pricing Options Under Conservative Conditions

SSRN Electronic Journal ◽

10.2139/ssrn.2400066 ◽

2014 ◽

Author(s):

Cetin Hakimoglu

Keyword(s):

Pricing Options

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Spectral Methods and Pricing Options on Private Equity

SSRN Electronic Journal ◽

10.2139/ssrn.2600684 ◽

2015 ◽

Author(s):

Peter Carr ◽

Pratik Worah

Keyword(s):

Spectral Methods ◽

Private Equity ◽

Pricing Options

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Pricing Options on Mean Reverting Underliers

SSRN Electronic Journal ◽

10.2139/ssrn.2747131 ◽

2016 ◽

Author(s):

Dilip B. Madan

Keyword(s):

Pricing Options

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Pricing Options on Realized Variance

SSRN Electronic Journal ◽

10.2139/ssrn.684087 ◽

2005 ◽

Cited By ~ 2

Author(s):

Peter P. Carr ◽

Hélyette Geman ◽

Dilip B. Madan ◽

Marc Yor

Keyword(s):

Realized Variance ◽

Pricing Options

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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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Origin 7.5 OriginLab Corporation, One Roundhouse Plaza, Northampton, MA 01060. 1-800-969-7720. www.OriginLab.com. Suggested price $699.00 (retail, single user), $489.00 (educational, single user). Contact company for other pricing options.

Journal of the American Chemical Society ◽

10.1021/ja040926x ◽

2004 ◽

Vol 126 (21) ◽

pp. 6834-6834

Author(s):

Timothy J. Smith ◽

Keith J. Stevenson

Keyword(s):

Pricing Options ◽

Single User

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