On pricing futures options on random binomial tree

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On pricing futures options on random binomial tree

The discrete-time approach to real option valuation has typically been implemented in the finance literature using a binomial tree framework. Instead we develop a new model by randomizing the environment and call such model a random binomial tree. Whereas the usual model has only one environment (u,...

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Bibliographic Details
Main Authors:	Ganikhodjaev, Nasir, Bayram, Kamola
Format:	Article
Language:	English
Published:	Institute of Physics Publishing (UK) 2013
Subjects:	QA Mathematics
Online Access:	http://irep.iium.edu.my/30029/ http://irep.iium.edu.my/30029/1/iCAST2012_Kamola.pdf

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