Binomial Model

In finance, the binomial options pricing model (BOPM) provides a generalized numerical method for the valuation of options. The binomial model was first proposed by Cox, Ross and Rubinstein, and also carries the namesake Cox-Ross-Rubinstein Model.

Literatur:

Bloss, Michael; Ernst, Dietmar; Häcker, Joachim: Derivatives, 283 Seiten, 2008
[Dieser Titel bei Oldenbourg]