Convergence Numerically of Trinomial Modelin European Option Pricing
A European option is a financial contract which gives its holder a right (but not an obligation) to buy or sell an underlying asset from writer at the time of expiry for a pre-determined price. The continuous European options pricing model is given by the Black-Scholes. The discrete model can be pri...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Prasetiya Mulya Publishing
2014-12-01
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| Series: | International Research Journal of Business Studies |
| Subjects: | |
| Online Access: | http://www.irjbs.com/index.php/jurnalirjbs/article/view/103/103 |