2015•Dynamic modeling and econometrics in economics and financeRequires access

Pricing Options Using Binomial Trees

Carl Chiarella, Xue‐Zhong He, Christina Sklibosios Nikitopoulos

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Key concepts: Binomial options pricing model, Trinomial tree, Binomial (polynomial), Negative binomial distribution, Finite difference methods for option pricing, Valuation of options, Mathematics, Tree (set theory)

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