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Random Cox-Ross-Rubinstein Model and Plain Vanilla Options

Ganikhodjaev, Nasir and Bayram, Kamola (2013) Random Cox-Ross-Rubinstein Model and Plain Vanilla Options. World Applied Sciences Journal, 21. pp. 84-87. ISSN 1818-4952

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Item Type: Article (Journal)
Additional Information: 4430/29798
Uncontrolled Keywords: random walk, random environment, Binomial tree model, Put options
Subjects: Q Science > QA Mathematics
Kulliyyahs/Centres/Divisions/Institutes (Can select more than one option. Press CONTROL button): Kulliyyah of Science > Department of Computational and Theoretical Sciences
Depositing User: Prof. Nasir Ganikhodjaev
Date Deposited: 23 May 2013 18:36
Last Modified: 23 May 2013 18:36
URI: http://irep.iium.edu.my/id/eprint/29798

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