Sentence examples for binomial pricing from inspiring English sources

In principle, the "binomial pricing model" allows for adjustments for some of these additional complications.

But others, such as Mr Rubinstein, one of the creators of binomial pricing, do not.

Foundational algorithms like Black-Scholes and binomial pricing models and Monte Carlo simulations were just starting to take hold.

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.

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.

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

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.

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

In the literature there appear various kinds of binomial trees for pricing options on stocks under geometric Brownian motions (GBMs) with known cash dividends.

To analyze the association between condemnation rates and potential explanatory variables including abattoir characteristics, season, year and commodity price, as well as animal class, negative binomial regression models were fit using generalized estimating equations (GEE) to account for autocorrelation among observations from the same abattoir.

Then, it uses crossover operators such as binomial and exponential crossover to combine the chromosomes (Storn & Price 1997).