Binomial Trees in Option Pricing—History, Practical Applications and Recent Developments
We survey the history and application of binomial tree methods in option pricing. Further, we highlight some recent developments and point out problems for future research.
KeywordsStock Price Option Price American Option Binomial Tree Stock Price Process
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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© Springer-Verlag Berlin Heidelberg 2010