Search Results - "Black–Derman–Toy model"

Professional financial computing using Excel and VBA by Tung, Humphrey K. K., Lai, Donny C. F, Wong, Michael C. S. [ (Michael Chak Sham)]

Table of Contents: “…Binomial option pricing model -- 8. The black-derman-toy model -- 9. Monte Carlo option pricing -- 10. …”