Exotic Options with the Binomial Model

Exotic Options with the Binomial Model

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Author: jane-oiler
| Published: 2016-04-10 | 599 Views

Zhang Zhuozhuo Calum Johnson Waldemar Pietraszkiewicz The binomial model is a very useful and popular technique for pricing an option The binomial option pricing formula is based on assumption that the stock price follows a multiplicative binomial process over discrete intervals

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