A guide with examples for learning this key idea in options trading Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive ...
Please Note: Blog posts are not selected, edited or screened by Seeking Alpha editors. In previous posts, we provided examples of pricing European and American options in Excel. For pricing the ...
Vol. 70, No. 10, Special Issue: Computational Approaches and Data Analytics in Financial Services (OCTOBER 2019), pp. 1678-1691 (14 pages) Published By: Taylor & Francis, Ltd. This article introduces ...
The paper studies the binomial tree method for American options in a jump-diffusion model. We employ the theory of viscosity solution to show uniform convergence of the binomial tree method for ...
Learn About an Important Method for Valuing Derivatives and Other Assets Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician (CMT). Timothy ...
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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