Looking Forward to Pricing Options from Binomial Trees

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dc.creatorVillani, Dario
dc.creatorRuckestein, Andrei E.
dc.date2000-08-17
dc.date2000-08-21
dc.date.accessioned2026-07-07T05:44:32Z
dc.date.available2026-07-07T05:44:32Z
dc.descriptionWe reconsider the valuation of barrier options by means of binomial trees from a "forward looking" prospective rather than the more conventional "backward induction" one used by standard approaches. This reformulation allows us to write closed-form expressions for the value of European and American put barrier-options on a non-dividend-paying stock.
dc.description12 pages, 1 figure
dc.identifierhttps://arxiv.org/abs/physics/0008111
dc.identifierhttp://arxiv.org/abs/physics/0008111
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/83675
dc.subjectGeneral Physics
dc.subjectCondensed Matter
dc.titleLooking Forward to Pricing Options from Binomial Trees
dc.typetext

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