Lattice approximations for Black-Scholes type models in Option Pricing
This thesis studies binomial and trinomial lattice approximations in Black-Scholes type option pricing models. Also, it covers the basics of these models, derivations of model parameters by several methods under different kinds of distributions. Furthermore, the convergence of binomial model to norm...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
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Mälardalens högskola, Akademin för utbildning, kultur och kommunikation
2013
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-21951 |