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Option pricing: A simplified approach - MaRDI portal

Option pricing: A simplified approach (Q5455556)

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scientific article; zbMATH DE number 5258680
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English
Option pricing: A simplified approach
scientific article; zbMATH DE number 5258680

    Statements

    title
    Option pricing: A simplified approach (English)
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    author
    John C. Cox
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    Stephen A. Ross
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    Mark Rubinstein
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    publication date
    3 April 2008
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    zbMATH DE Number
    5258680
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    zbMATH Keywords
    binomial options pricing model
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    numerical method
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    valuation of options
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    Cox-Ross-Rubinstein model
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    CRR
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    Wikidata QID
    Q56210585
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