Open AccessTHE PRICING MODEL OF THE BARRIER OPTION UNDER THE TRINOMIAL TREE
Author(s) -
Zhikai Yan
Publication year - 2018
Publication title -
journal of mathematical sciences : advances and applications
Language(s) - English
Resource type - Journals
ISSN - 0974-5750
DOI - 10.18642/jmsaa_7100121957
Subject(s) - trinomial , trinomial tree , tree (set theory) , mathematics , econometrics , binomial options pricing model , valuation of options , combinatorics