It Takes Two: Option Pricing in the Binomial Model

Ralf Korn () and Bernd Luderer ()
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Ralf Korn: TU Kaiserslautern
Bernd Luderer: TU Chemnitz

Chapter 44 in Money and Mathematics, 2021, pp 165-172 from Springer

Abstract: Abstract We present principles of stock-price modelling with the help of the binomial model as the simplest but popular stock price model used in practice.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-658-34677-5_44

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DOI: 10.1007/978-3-658-34677-5_44

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