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 ...
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

Fugit: What It is, How It Works, Calculation

Caroline Banton has 6+ years of experience as a writer of business and finance articles. She also writes biographies for Story Terrace. Thomas J Catalano is a CFP and Registered Investment Adviser ...
Investopedia

Trinomial Option Pricing Model: What it is, 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 ...