#TITLE_ALTERNATIVE#
Flexible binomial model is a modification of Cox, Ross, and Rubinstein binomial model (CRR) with a tilt parameter that alters the shape and span of the binomial tree. In pricing vanilla option, the binomial tree can be recalibrated through this tilt parameter in order to position nodes relative to t...
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| Main Author: | |
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/19474 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |