This study extends the Poisson binomial distribution by introducing correlation and dependence between binomial events, enhancing its ability to capture complex event types and improving model ...
We study 20 different implementation methodologies for each of 11 different choices of parameters of binomial trees and investigate the speed of convergence for pricing American put options ...
An option pricing model in which the underlying asset can assume one of only two possible, discrete values in the next time period for each value that it can take on in the preceding time period.
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