Open AccessComparison: Binomial model and Black Scholes model
Author(s) -
Amir Ahmad Dar,
N. Anuradha
Publication year - 2018
Publication title -
quantitative finance and economics
Language(s) - English
Resource type - Journals
ISSN - 2573-0134
DOI - 10.3934/qfe.2018.1.230
Subject(s) - black–scholes model , binomial options pricing model , mathematics , binomial distribution , econometrics , valuation of options , binomial (polynomial) , stochastic differential equation , statistics , volatility (finance)