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Binomial Trees in Option Pricing—History, Practical Applications and Recent Developments

In: Recent Developments in Applied Probability and Statistics

Author

Listed:
  • Ralf Korn

    (University of Kaiserslautern, Center for Mathematical and Computational Modeling (CM)² and Department of Mathematics)

  • Stefanie Müller

    (University of Kaiserslautern, Center for Mathematical and Computational Modeling (CM)² and Department of Mathematics)

Abstract

We survey the history and application of binomial tree methods in option pricing. Further, we highlight some recent developments and point out problems for future research.

Suggested Citation

  • Ralf Korn & Stefanie Müller, 2010. "Binomial Trees in Option Pricing—History, Practical Applications and Recent Developments," Springer Books, in: Luc Devroye & Bülent Karasözen & Michael Kohler & Ralf Korn (ed.), Recent Developments in Applied Probability and Statistics, pages 59-77, Springer.
    • Handle: RePEc:spr:sprchp:978-3-7908-2598-5_3
    DOI: 10.1007/978-3-7908-2598-5_3
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