Random binomial tree models and options

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Random binomial tree models and options

In this study, we introduce the simplest random binomial tree model. Usual binomial tree model is prescribed by pair of numbers (u, d), where u denotes the increase rate of the stock over the fixed period of time and d denotes the decrease rate, with 0<d<1<u. We call the pair (u, d) an envi...

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Bibliographic Details
Main Authors:	Ganikhodjaev, Nasir, Bayram, Kamola
Format:	Article
Language:	English
Published:	Asian Network for Scientific Information 2012
Subjects:	QA Mathematics
Online Access:	http://irep.iium.edu.my/25877/ http://irep.iium.edu.my/25877/1/Journal_of_Applied_Sciences_Random_Binomial_Tree_Models_and_Options.pdf

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