On pricing futures options on random binomial tree
The discrete-time approach to real option valuation has typically been implemented in the finance literature using a binomial tree framework. Instead we develop a new model by randomizing the environment and call such model a random binomial tree. Whereas the usual model has only one environment (u,...
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| Main Authors: | , |
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| 格式: | Article |
| 語言: | English |
| 出版: |
Institute of Physics Publishing (UK)
2013
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| 主題: | |
| 在線閱讀: | http://irep.iium.edu.my/30029/1/iCAST2012_Kamola.pdf http://irep.iium.edu.my/30029/ |
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