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2018•Journal of Mathematical Sciences Advances and ApplicationsOpen access

THE PRICING MODEL OF THE BARRIER OPTION UNDER THE TRINOMIAL TREE

Zhikai Yan

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Abstract

The establishment of the trinomial tree model provides a convenient way to pricing the options, comparing to the binary tree, it has the advantage of higher accuracy and feasibility.In this paper, based on the trinomial tree model, we are researching the pricing model of the barrier options, we can obtain a new model to pricing the barrier options, and this model can be a valid way to pricing the barrier options.

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What this paper is about

The establishment of the trinomial tree model provides a convenient way to pricing the options, comparing to the binary tree, it has the advantage of higher accuracy and feasibility.In this paper, based on the trinomial tree model, we are researching the pricing model of the barrier options, we can obtain a new model to pricing the barrier options, and this model can be a valid way to pricing the barrier options.

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Available abstract

The establishment of the trinomial tree model provides a convenient way to pricing the options, comparing to the binary tree, it has the advantage of higher accuracy and feasibility.In this paper, based on the trinomial tree model, we are researching the pricing model of the barrier options, we can obtain a new model to pricing the barrier options, and this model can be a valid way to pricing the barrier options.

Key concepts: Trinomial, Trinomial tree, Tree (set theory), Mathematics, Econometrics, Binomial options pricing model, Valuation of options, Combinatorics

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