Open AccessHow to Implement a Trinomial Option Pricing Model in MS-Excel?
Author(s) -
Amit K. Sinha
Publication year - 2021
Publication title -
journal of accounting and finance
Language(s) - English
Resource type - Journals
ISSN - 2158-3625
DOI - 10.33423/jaf.v21i5.4731
Subject(s) - trinomial , trinomial tree , valuation of options , binomial options pricing model , finite difference methods for option pricing , monte carlo methods for option pricing , computer science , call option , black–scholes model , embedded option , mathematical economics , econometrics , mathematics , economics , valuation (finance) , volatility (finance) , accounting , discrete mathematics
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