Sentence examples for binomial option pricing model from inspiring English sources

In part of the doctrine (Triantis and Borison, 2001), the binomial option pricing model is considered to be more flexible in allowing the optimal timing of the decision to exercise.

The Binomial Option Pricing Model [ 34] may be utilized by firms to assess whether or not to engage in research projects, based on a value maximization approach.

On the basis of the simulation results, a binomial options pricing model is used to design four interdependent binominal trees and to evaluate a Bermuda-type compound expansion option.

Therefore, a binomial options pricing model may more accurately characterize this investment decision.

We describe a latency-tolerant parallel algorithm for the multiplicative binomial tree option pricing model.

The design, pricing, and trading of corporate bonds, credit derivatives, and money market instruments; bond restructuring, bond ratings, and financial crises; basic tools used to address such issues, including fixed income mathematics, binomial option pricing, and swaps.

The ABdC-N scheme (4) for solving the quanto option pricing model is unconditionally stable.

The ABdC-N scheme (4) for solving the quanto option pricing model is convergent.

The ABdC-N scheme (4) for solving the quanto option pricing model is uniquely solvable.

Myron Scholes was one of the originators of the Black-Scholes option pricing model.

This closed-form representation is then embedded into the equity option pricing model, simplifying the compound option pricing problem as a more approachable barrier option pricing (first seen in Toft and Prucyk (1997)).