Binomial Trees in Option Pricing—History, Practical Applications and Recent Developments

Ralf Korn () and Stefanie Müller ()
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Ralf Korn: University of Kaiserslautern, Center for Mathematical and Computational Modeling (CM)² and Department of Mathematics
Stefanie Müller: University of Kaiserslautern, Center for Mathematical and Computational Modeling (CM)² and Department of Mathematics

A chapter in Recent Developments in Applied Probability and Statistics, 2010, pp 59-77 from Springer

Abstract: Abstract We survey the history and application of binomial tree methods in option pricing. Further, we highlight some recent developments and point out problems for future research.

Keywords: Stock Price; Option Price; American Option; Binomial Tree; Stock Price Process (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-7908-2598-5_3

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DOI: 10.1007/978-3-7908-2598-5_3

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