The bino-trinomial tree: A simple model for efficient and accurate option pricing

Mathematics

• Error Distribution 100%
• Mathematical Method 50%
• Nonlinearity 100%
• Numerical Experiment 50%
• Option Price 50%
• Option Pricing 100%
• Simple Model 100%
• Superiority 50%
• Time Step 100%
• Trinomial 100%
• Wide Range 50%

Keyphrases

• Article Use 25%
• Bino 100%
• Nonlinear Error 50%
• Numerical Experiments 25%
• Numerical Methods 25%
• Numerical Model 25%
• Option Price 25%
• Option Pricing 100%
• Popular 25%
• Simple Valuations 25%
• Tree Model 100%
• Trinomial Tree 100%

Economics, Econometrics and Finance

• Nonlinearity 66%
• Numerical Methods 33%
• Price 100%
• Pricing 100%