Binomial tree method for option pricing : discrete Carr and Madan formula approach
Yoshifumi Muroi, Ryota Saeki and Shintaro Suda
| Year of publication: |
2021
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|---|---|
| Authors: | Muroi, Yoshifumi ; Saeki, Ryota ; Suda, Shintaro |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 8.2021, 2, p. 1-28
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| Subject: | Option pricing | binomial tree | discrete Carr and Madan formula | Greeks | jump-diffusion model | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786321500249 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012662360