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2015•Unpublished venueRequires access

Comparing of the binomial model and the black-scholes model for options pricing

Limonka Filo Lazarova, Biljana Jolevska-Tuneska, Tatjana Atanasova-Pacemska

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Abstract

In this paper will be considered the simple binomial model with one and more periods. It will be given the correspondence between binomial model and the Black-Scholes model for option pricing and also will be shown that the binomial model is more simple then the continuous Black- Scholes model from pedagogical point of view.

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What this paper is about

In this paper will be considered the simple binomial model with one and more periods. It will be given the correspondence between binomial model and the Black-Scholes model for option pricing and also will be shown that the binomial model is more simple then the continuous Black- Scholes model from pedagogical point of view.

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OpenAlex reports 2 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available abstract

In this paper will be considered the simple binomial model with one and more periods. It will be given the correspondence between binomial model and the Black-Scholes model for option pricing and also will be shown that the binomial model is more simple then the continuous Black- Scholes model from pedagogical point of view.

Key concepts: Black–Scholes model, Binomial options pricing model, Trinomial tree, Binomial (polynomial), Mathematics, Binomial distribution, Econometrics, Point (geometry)

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