Random binomial tree models and put options

QR Code

Random binomial tree models and put options

In this paper we introduce and study 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 (...

Full description

Bibliographic Details
Main Authors:	Ganikhodjaev, Nasir, Bayram, Kamola
Format:	Proceeding Paper
Language:	English English
Published:	IIUM 2012
Subjects:	QA Mathematics
Online Access:	http://irep.iium.edu.my/26982/ http://irep.iium.edu.my/26982/1/2010C.pdf http://irep.iium.edu.my/26982/4/Programme_Book_latest_2.pdf

Similar Items

Random binomial tree models and options
by: Ganikhodjaev, Nasir, et al.
Published: (2012)

On pricing futures options on random binomial tree
by: Ganikhodjaev, Nasir, et al.
Published: (2013)

Random binomial tree models
by: Ganikhodjaev, Nasir, et al.
Published: (2013)

Random trinomial tree models and gold futures options: how to survive financial crises with mathematics
by: Ganikhodjaev, Nasir, et al.
Published: (2014)

Random Cox-Ross-Rubinstein Model and Plain Vanilla Options
by: Ganikhodjaev, Nasir, et al.
Published: (2013)

The black-litterman model in central bank practice: study for Turkish Central Bank
by: Ganikhodjaev, Nasir, et al.
Published: (2016)

Binomial Tree Model for Option Pricing: A Theoretical as well as Practical View
by: Gupta, Devika
Published: (2010)

Lattice models on the Cayley tree with competing interactions up to the third-nearest-neighbors with spins belonging to the different branches of the tree
by: Ganikhodjaev, Nasir
Published: (2015)

Fuzzy Binomial Option pricing model: a comparison of the fuzzy binomials and modified numerical methods
by: Kanthamanond, Piti
Published: (2009)

Gibbs Measures of the Blume-Emery-Griffiths-Vannimenus Model on the Cayley Tree
by: Ganikhodjaev, Nasir
Published: (2013)

Phase diagram of the Blume-Emery-Griffiths-Vannimenus model on the Cayley tree
by: Ganikhodjaev, Nasir
Published: (2013)

Strange attractor in the Potts model on a Cayley tree in the presence of competing interactions
by: Ganikhodjaev, Nasir
Published: (2010)

On nonlinear dynamic systems arising in Lattice models of statistical mechanics on a Cayley tree
by: Ganikhodjaev, Nasir
Published: (2009)

Phase transitions in the Blume-Emery-Griffiths model on Cayley tree
by: Ganikhodjaev, Nasir, et al.
Published: (2012)

Lattice models on cayley tree with competing interactions
by: Ganikhodjaev, Nasir, et al.
Published: (2018)

On Ising model with four competing interactions on Cayley tree
by: Ganikhodjaev, Nasir, et al.
Published: (2009)

The blume-emery-griffiths model on Cayley tree and its phase transitions
by: Ganikhodjaev, Nasir, et al.
Published: (2013)

Phase transition in ferromagnetic lattice models on a Cayley tree with non-uniform external magnetic fields
by: Ganikhodjaev, Nasir
Published: (2011)

Ising model on the cayley tree with competing interactions up to the third nearest-neighbors with spins belonging to different branches of the tree
by: Ganikhodjaev, Nasir, et al.
Published: (2015)

Phase transitions in the Blume-Emery-Griffiths-Vannimenus model on the Cayley Tree
by: Ganikhodjaev, Nasir
Published: (2012)

The Potts model with countable set of spin values on a Cayley tree
by: Ganikhodjaev, Nasir, et al.
Published: (2006)

Attractors on Ising Model with Restricted Interactions on Cayley Tree of Order 2
by: Ganikhodjaev, Nasir, et al.
Published: (2013)

Strange attractor in the Potts model on a Cayley tree in the presence of competing interactions
by: Ganikhodjaev, Nasir
Published: (2011)

Two Potts Models on Cayley Tree of Arbitrary Order
by: Ganikhodjaev, Nasir, et al.
Published: (2012)

Ising model on the semi-infinite Cayley tree of third order with inhomogeneous interactions
by: Ganikhodjaev, Nasir, et al.
Published: (2018)

Potts model with competing interactions on a Cayley tree of k-th order
by: Ganikhodjaev, Nasir, et al.
Published: (2011)

Two potts models on Cayley Tree of arbitrary order
by: Ganikhodjaev, Nasir, et al.
Published: (2013)

An Ising model with three competing interactions on a Cayley tree
by: Ganikhodjaev, Nasir, et al.
Published: (2004)

Modulated phase of a Potts model with competing interactions on a Cayley tree
by: Ganikhodjaev, Nasir, et al.
Published: (2010)

A new approach for istijrar valuation under stochastic volatility
by: Bayram, Kamola, et al.
Published: (2014)

On Ising model with one-level pentagon interactions on the Cayley tree-like lattice:Pentagonal chandelier
by: Ganikhodjaev, Nasir, et al.
Published: (2014)

Modulated phase of a Potts Model with competing binary interactions on a Cayley tree
by: Ganikhodjaev, Nasir, et al.
Published: (2009)

Behavior of the phase diagrams of Potts model on Cayley tree for order three
by: Temir, Seyit, et al.
Published: (2013)

Exact solution of an Ising model with competing interactions on a Cayley tree
by: Ganikhodjaev, Nasir, et al.
Published: (2003)

Phase transition in Ferromagnetic Lattice models on a Cayley tree with non-uniform external magnetic fields
by: Ganikhodjaev, Nasir
Published: (2011)

Weakly periodic Gibbs measures of the ising model on the cayley tree of order five and six
by: Ganikhodjaev, Nasir, et al.
Published: (2018)

Strange attractors in the Vannimenus Model on an arbitrary order Cayley Tree
by: Ganikhodjaev, Nasir, et al.
Published: (2012)

Strange attractors in the Vannimenus model on an arbitrary order cayley tree
by: Ganikhodjaev, Nasir, et al.
Published: (2013)

Ising model with restricted interactions on general Cayley tree of arbitrary order
by: Ganikhodjaev, Nasir, et al.
Published: (2011)

Paramagnetic phases of four-state Potts model on a Cayley tree in the presence of competing interactions
by: Ganikhodjaev, Nasir, et al.
Published: (2019)