Lian Ying-ying
Abstract
The binomial tree is one of the numerical methods in common use for option pricing . Using the idea of moment in probability thoery ,this article gets a new binomial parameter model by exact calculation. The new parameter will be applied for Asian options pricing ,and has higher caculating accuracy.
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The binomial tree is one of the numerical methods in common use for option pricing . Using the idea of moment in probability thoery ,this article gets a new binomial parameter model by exact calculation. The new parameter will be applied for Asian options pricing ,and has higher caculating accuracy.
Key concepts: Binomial options pricing model, Binomial (polynomial), Trinomial tree, Mathematics, Binomial distribution, Econometrics, Negative binomial distribution, Applied mathematics