Open AccessThe Binomial Model for N-Period European Call Option Price
Author(s) -
Marwan Musa,
J. Massalesse,
Diaraya
Publication year - 2019
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/1341/6/062037
Subject(s) - call option , portfolio , strike price , stock price , asian option , put option , economics , financial economics , maturity (psychological) , stock (firearms) , econometrics , value (mathematics) , binomial options pricing model , valuation of options , moneyness , volatility (finance) , mathematics , statistics , mechanical engineering , paleontology , developmental psychology , psychology , series (stratigraphy) , engineering , biology