A Review of the Binomial and Trinomial Models for Option Pricing and their Convergence to the Black-Scholes Model Determined Option Prices
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DOI: 10.15611/eada.2020.2.05
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More about this item
Keywords
Black-Scholes-Merton; Leisen-Reimer; Cox-Ross-Rubinstein; Tian; Trigeorgis (models);All these keywords.
JEL classification:
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- C57 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Econometrics of Games and Auctions
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