Amanote Research

Amanote Research

    RegisterSign In

The Accelerated Binomial Option Pricing Model

Journal of Financial and Quantitative Analysis - United Kingdom
doi 10.2307/2331262
Full Text
Open PDF
Abstract

Available in full text

Categories
AccountingEconomicsEconometricsFinance
Date

June 1, 1991

Authors
Richard Breen
Publisher

JSTOR


Related search

Binomial Option Pricing Model

2007English

Energy-Efficient FPGA Implementation for Binomial Option Pricing Using OpenCL

2014English

Pricing Option CGMY Model

IOSR Journal of Mathematics
2017English

A Note on Melnikov-Petrachenko Option Pricing in Binomial Market With Transaction Costs

SSRN Electronic Journal
2005English

Option Pricing Under a Stressed-Beta Model

Annals of Finance
EconomicsEconometricsFinance
2009English

Option Pricing

English

An Option Pricing Formula for the GARCH Diffusion Model

Computational Statistics and Data Analysis
StatisticsProbabilityApplied MathematicsComputational TheoryComputational MathematicsMathematics
2005English

Stochastic Volatility Jump-Diffusion Model for Option Pricing

Journal of Mathematical Finance
2011English

Option Pricing in a Conditional Bilateral Gamma Model

SSRN Electronic Journal
2012English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy