Option pricing: a yet simpler approach

DOI10.1007/s10203-021-00338-7zbMath1492.91387arXiv1705.00212OpenAlexW3167759702MaRDI QIDQ2145691

Minna Turunen, Jarno Talponen

Publication date: 17 June 2022

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.00212

zbMATH Keywords

derivativeslattice modelbackward processCRR model

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• Unnamed Item
• The Pricing of Options and Corporate Liabilities
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• Generalized Cox-Ross-Rubinstein Binomial Models
• An Integrated Model for Hybrid Securities
• Binomial models for option valuation - examining and improving convergence
• An Improved Binomial Lattice Method for Multi‐Dimensional Options
• Existence of an Equilibrium for a Competitive Economy

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