The Binomial Model

Tomas Björk

in Arbitrage Theory in Continuous Time

Published in print September 1998 | ISBN: 9780198775188
Published online November 2003 | e-ISBN: 9780191595981 | DOI:
 The Binomial Model

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In this chapter, we analyse the simplest model for option pricing: the binomial model.

Keywords: binomial model; contingent claims; options; pricing

Chapter.  7125 words.  Illustrated.

Subjects: Financial Markets

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