Random binomial tree models and pricing options /
The binomial tree model is a natural bridge, overture to continuous models for which it is possible to derive the Black-Scholes option pricing formula. In turn a binomial branch model is the simplest possible non–trivial model which theory is based on the principle of no arbitrage works. The binomia...
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| 主要作者: | |
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| 格式: | Thesis |
| 语言: | English |
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Kuantan :
Kulliyyah of Science, International Islamic University Malaysia,
2013
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| 在线阅读: | Click here to view 1st 24 pages of the thesis. Members can view fulltext at the specified PCs in the library. |
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