Option pricing in CRR model with time dependent parameters for two periods of time. II (Q6180684)
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scientific article; zbMATH DE number 7791971
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| default for all languages | No label defined |
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| English | Option pricing in CRR model with time dependent parameters for two periods of time. II |
scientific article; zbMATH DE number 7791971 |
Statements
19 January 2024
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Cox-Ross-Rubinstein model (CRR model)
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Black-Scholes formula
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option pricing
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0.9022052884101868
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0.8016155362129211
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0.7890449166297913
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0.7848486304283142
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