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◾ Pricing Options Using Binomial Trees
| Content Provider | Scilit |
|---|---|
| Author | Davison, Matt |
| Copyright Year | 2014 |
| Description | We agreed that if T = 0, the call was worth Max(S − K, 0) since if the stock price S was above the strike K (in the money), the call would be exercised for proceeds of S − K, while if S < K (out of the money), the call would simply be discarded for proceeds of zero. Book Name: Quantitative Finance |
| Related Links | https://content.taylorfrancis.com/books/download?dac=C2010-0-49971-6&isbn=9780429194962&doi=10.1201/b16039-21&format=pdf |
| Ending Page | 239 |
| Page Count | 26 |
| Starting Page | 214 |
| DOI | 10.1201/b16039-21 |
| Language | English |
| Publisher | Informa UK Limited |
| Publisher Date | 2014-05-08 |
| Access Restriction | Open |
| Subject Keyword | Book Name: Quantitative Finance Mathematical Social Sciences Binomial Trees Options Using Using Binomial |
| Content Type | Text |
| Resource Type | Chapter |