Add to ORKGThis paper pedagogically presents a proof of the binomial option pricing model as an approximation of the Black-Scholes formula. The proof only requires basic calculus and a direct approximation of the binomial probability by the normal distribution is used
As the important achievement of Mathematical Finance and the fundamental result of pricing theory, t...
Stock Options are financial instruments whose values depend upon future price movements of the under...
The Binomial Model and the Black Scholes Model are the popular methods that are used to solve the op...
In this paper will be considered the simple binomial model with one and more periods. It will be giv...
In this paper will be considered the simple binomial model with one and more periods. It will be giv...
AbstractThe aim of this paper is to study the Black-Scholes option pricing model. We discuss some de...
There are many methods for finding option pricing. In this paper, two mehods will be presented, Blac...
This thesis studies binomial and trinomial lattice approximations in Black-Scholes type option prici...
This thesis studies binomial and trinomial lattice approximations in Black-Scholes type option prici...
We consider the N step binomial tree model of stocks. Call options and put options of European and A...
This paper introduces the notion of option pricing in the context of financial markets. The discrete...
In this paper, a pedagogical review of two option pricing models is presented; specifically, the Bin...
This particular study has been undertaken to form a basis of comparison in the 2 main pricing techni...
The binomial asset-pricing model is used to price financial derivative securities. This text will be...
Options are financial instruments designed to protect investors from the stock market randomness. In...
As the important achievement of Mathematical Finance and the fundamental result of pricing theory, t...
Stock Options are financial instruments whose values depend upon future price movements of the under...
The Binomial Model and the Black Scholes Model are the popular methods that are used to solve the op...
In this paper will be considered the simple binomial model with one and more periods. It will be giv...
In this paper will be considered the simple binomial model with one and more periods. It will be giv...
AbstractThe aim of this paper is to study the Black-Scholes option pricing model. We discuss some de...
There are many methods for finding option pricing. In this paper, two mehods will be presented, Blac...
This thesis studies binomial and trinomial lattice approximations in Black-Scholes type option prici...
This thesis studies binomial and trinomial lattice approximations in Black-Scholes type option prici...
We consider the N step binomial tree model of stocks. Call options and put options of European and A...
This paper introduces the notion of option pricing in the context of financial markets. The discrete...
In this paper, a pedagogical review of two option pricing models is presented; specifically, the Bin...
This particular study has been undertaken to form a basis of comparison in the 2 main pricing techni...
The binomial asset-pricing model is used to price financial derivative securities. This text will be...
Options are financial instruments designed to protect investors from the stock market randomness. In...
As the important achievement of Mathematical Finance and the fundamental result of pricing theory, t...
Stock Options are financial instruments whose values depend upon future price movements of the under...
The Binomial Model and the Black Scholes Model are the popular methods that are used to solve the op...