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2006•Unpublished venueRequires access

Option Pricing by Binomial and Trinomial Lattices

Paolo Brandimarte

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Abstract

This chapter contains sections titled: Pricing by binomial lattices Pricing American options by binomial lattices Pricing bidimensional options by binomial lattices Pricing by trinomial lattices Summary For further reading Reference

About this research paper

What this paper is about

This chapter contains sections titled: Pricing by binomial lattices Pricing American options by binomial lattices Pricing bidimensional options by binomial lattices Pricing by trinomial lattices Summary For further reading Reference

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Available abstract

This chapter contains sections titled: Pricing by binomial lattices Pricing American options by binomial lattices Pricing bidimensional options by binomial lattices Pricing by trinomial lattices Summary For further reading Reference

Key concepts: Trinomial, Trinomial tree, Binomial (polynomial), Binomial options pricing model, Multinomial distribution, Binomial distribution, Mathematics, Binomial coefficient

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