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Tim Xiao
BMO
Position
Department
Field of research
Economics (General Management)
Email
cfrm17@yahoo.com
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Trinomial Tree Algorithm for Barrier Option
Economics (General Management)
284 views
Date of upload:
16.01.2023
Co-author:
Abstract:
A trinomial tree can be used for pricing particular types of barrie...
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Trinomial Tree Construction
Economics (General Management)
284 views
Date of upload:
18.01.2023
Co-author:
Abstract:
A trinomial tree based method is presented for pricing exotic optio...
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Pricing Lookback Call Option
Economics (General Management)
282 views
Date of upload:
20.01.2023
Co-author:
Abstract:
A model is presented for pricing a European lookback call option on...
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Pricing Partial Barrier Option
Humanities (Literature)
442 views
Date of upload:
21.01.2023
Co-author:
Abstract:
The method for pricing the types of partial barrier options assumes...
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