No-arbitrage Pricing of European Options based on Trinomial Tree Model

2021 ◽  
Author(s):  
Jiale Xiang
Keyword(s):  
European Options ◽  
Arbitrage Pricing ◽  
Tree Model ◽  
No Arbitrage ◽  
Trinomial Tree ◽  
Trinomial Tree Model

scholarly journals The Equation of Real Option Value under Trinomial Tree Model

2017 ◽  
Vol 05 (03) ◽  
pp. 1-4
Author(s):  
Changsheng Dou ◽  
Li Wang ◽  
Chenxi Zhu
Keyword(s):  
Real Option ◽  
Option Value ◽  
Tree Model ◽  
Trinomial Tree ◽  
Trinomial Tree Model ◽  
Real Option Value

scholarly journals No-Arbitrage pricing of GDP-Linked bonds

2021 ◽  
Vol 126 ◽  
pp. 106075
Author(s):  
Fernando Eguren Martin ◽  
Andrew Meldrum ◽  
Wen Yan
Keyword(s):  
Arbitrage Pricing ◽  
No Arbitrage

scholarly journals NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS

2013 ◽  
Vol 25 (4) ◽  
pp. 673-701 ◽  
Author(s):  
Tomasz R. Bielecki ◽  
Igor Cialenco ◽  
Rodrigo Rodriguez
Keyword(s):  
Transaction Costs ◽  
Discrete Time ◽  
Arbitrage Pricing ◽  
No Arbitrage
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