Sentence examples for binomial options pricing model from inspiring English sources

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.

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.

Both the American and international boards will allow companies to choose the options pricing model they used, either the traditional Black-Scholes model or the newer binomial model.

It's easy to do the options pricing model.

Mr Taleb maintains that models like Black-Scholes, an options pricing model, are inherently flawed.

The Black-Scholes-Merton options pricing model is a tenet of modern finance.

They estimate the value using an options pricing model known as Black-Scholes.

The Black-Scholes options pricing model was new, and Calamos (like his rivals) used it to value the conversion option.

An alternating band Crank-Nicolson (ABdC-N) difference scheme for solving the quanto options pricing model was constructed.