The Bino-Trinomial Tree: A Simple Model for Efficient and Accurate Option Pricing

Tian-Shyr DaiYuh-Dauh Lyuu2010-10-292018-07-052010-10-292018-07-052008http://ntur.lib.ntu.edu.tw//handle/246246/219660en-USThe Bino-Trinomial Tree: A Simple Model for Efficient and Accurate Option Pricingconference paperhttp://ntur.lib.ntu.edu.tw/bitstream/246246/219660/1/04.pdf