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The Binomial Option Pricing Model

S. Benninga
Z. Wiener
Journal / Anthology

Mathematica in Education and Research
Year: 1997
Volume: 6
Issue: 3
Page range: 27-34

The authors consider the case of option pricing for a binomial process - the first in a series of articles in Financial Engineering.

*Business and Economics
Related items

*Binomial Option Pricing, the Black-Scholes Option Pricing Formula, and Exotic Options   [in Articles]
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BinomialOption.nb (840.5 KB) - Mathematica Notebook

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