Convergence Numerically of Trinomial Model in European Option Pricing
A European option is a financial contract which gives its holder a right (but not an obligation) to buy or sell an underlying asset from writer at the time of expiry for a pre-determined price. The continuous European options pricing model is given by the Black-Scholes. The discrete model can be pri...
| Published in: | International Research Journal of Business Studies |
|---|---|
| Main Authors: | , , |
| Format: | Article |
| Language: | English |
| Published: |
Prasetiya Mulya Publishing
2013-12-01
|
| Subjects: | |
| Online Access: | http://irjbs.com/index.php/jurnalirjbs/article/view/103 |