Option pricing: A simplified approach

DOI10.1016/0304-405X(79)90015-1MaRDI QIDQ5455556zbMATH OpenWikidataFDO

Authors John C. Cox, Stephen A. Ross, Mark Rubinstein

Publication date 3 April 2008

Published in Journal of Financial Economics (Search for Journal in Brave)

zbMATH Keywords

numerical methodCox-Ross-Rubinstein modelvaluation of optionsbinomial options pricing modelCRR

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods (including Monte Carlo methods) (91G60)

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