Investopedia

Binomial Tree: Overview, Examples, and Formulas

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
JSTOR Daily

On nonparametric predictive inference for asset and European option trading in the binomial tree model

Vol. 70, No. 10, Special Issue: Computational Approaches and Data Analytics in Financial Services (OCTOBER 2019), pp. 1678-1691 (14 pages) Published By: Taylor & Francis, Ltd. This article introduces ...
Investopedia

Lattice-Based Model: What it Means, How it Works

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
JSTOR Daily

Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model

The paper studies the binomial tree method for American options in a jump-diffusion model. We employ the theory of viscosity solution to show uniform convergence of the binomial tree method for ...