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2006•Unpublished venueRequires access

An Introduction to the Trinomial Method

Daniel J. Duffy

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Abstract

This chapter contains sections titled: Introduction and Objectives Motivating the Trinomial Method Trinomial Method: Comparisons with other Methods The Trinomial Method for Barrier Options Summary and Conclusions

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What this paper is about

This chapter contains sections titled: Introduction and Objectives Motivating the Trinomial Method Trinomial Method: Comparisons with other Methods The Trinomial Method for Barrier Options Summary and Conclusions

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Available abstract

This chapter contains sections titled: Introduction and Objectives Motivating the Trinomial Method Trinomial Method: Comparisons with other Methods The Trinomial Method for Barrier Options Summary and Conclusions

Key concepts: Trinomial, Computer science, Mathematics, Applied mathematics, Discrete mathematics

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