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Trinomial tree
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#	Item
1	PRICING OF SWING OPTIONS IN A MEAN REVERTING MODEL WITH JUMPS MATS KJAER G¨ oteborg University Abstract. We investigate the pricing of swing options in a model where the Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:47:19 Mathematical finance Options Probability theory Risk-neutral measure Forward contract Trinomial tree Futures contract Characteristic function Distribution HullWhite model
2	Microsoft Word - QF_Sub2.doc Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:19:33 Options Mathematics Mathematical finance Asymptotic analysis Numerical integration Truncation error Truncation Finite difference method Trinomial tree Mathematical analysis Numerical analysis Financial economics
3	Climate Risk Management: the Case of Tropical Cyclones Carolyn W. Changa, Jack S.K. Changb, Kian Guan Limc JEL classification: G13 Keywords: Tropical cyclones, Catastrophe risk management, Doubly-binomial Tree with stoc Add to Reading List Source URL: raw.rutgers.edu Language: English - Date: 2010-05-24 12:29:47 Futures contract Binomial options pricing model Martingale pricing Trinomial tree Hurricane Wilma Derivative Forward contract Risk-neutral measure Tropical cyclone Financial economics Mathematical finance Finance
4	ALBANESE.QXD[removed]:23 Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:23 Finance Investment Implied volatility Black–Scholes Volatility Trinomial tree Stochastic volatility Variance gamma process Valuation of options Options Mathematical finance Financial economics
5	Author manuscript, published in "Encyclopedia of Quantitative Finance[removed]pages" DOI : [removed][removed]eqf12017 Add to Reading List Source URL: hal.archives-ouvertes.fr Language: English - Date: 2013-05-22 05:06:50 Finance Economics Binomial options pricing model Trinomial tree Black–Scholes Stochastic differential equation Asian option Rainbow option Lookback option Financial economics Options Mathematical finance
6	Espen Gaarder Haug THE COLLECTOR: Add to Reading List Source URL: www.espenhaug.com Language: English - Date: 2010-10-22 07:20:45 Finance Negative probability Binomial options pricing model Risk-neutral measure Trinomial tree Espen Gaarder Haug Markov chain Probability Black–Scholes Mathematical finance Financial economics Actuarial science
7	Recombining Trinomial Tree for Real Option Valuation with Changing Volatility Tero Haahtela Add to Reading List Source URL: www.realoptions.org Language: English - Date: 2013-03-20 23:51:49 Finance Binomial options pricing model Trinomial tree Lattice model Black–Scholes Volatility Real options valuation Random walk Volatility smile Financial economics Options Mathematical finance
8	PDF Document Add to Reading List Source URL: www.math.ust.hk Language: English - Date: 2006-09-06 21:50:16 Options Economics Binomial options pricing model Black–Scholes Trinomial tree Normal distribution Asian option Risk-neutral measure Log-normal distribution Financial economics Mathematical finance Finance
9	PDF Document Add to Reading List Source URL: www.risk.net Language: English - Date: 2007-07-09 13:41:36 Finance Investment Black–Scholes Volatility smile Implied volatility Stochastic volatility Trinomial tree Volatility Forward contract Financial economics Mathematical finance Options
10	PDF Document Add to Reading List Source URL: www.iassa.co.za Language: English - Date: 2011-03-13 05:49:54 Economics Employee stock option Hedge Binomial options pricing model Trinomial tree Vesting Black–Scholes Barrier option Corporate finance Options Financial economics Finance