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...

书目详细资料
发表在:	International Research Journal of Business Studies
Main Authors:	Entit Puspita, Fitriani Agustina, Ririn Sispiyati
格式:	文件
语言:	英语
出版:	Prasetiya Mulya Publishing 2013-12-01
主题:	convergence option valuation trinomial model
在线阅读:	http://irjbs.com/index.php/jurnalirjbs/article/view/103

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