An option pricing model which is similar to a binomial model, but with three possible branches at each node instead…

The network of lines and nodes which is laid out in the establishment of a binomial or trinomial option pricing...

An occasional move in the price of a stock (underlying an option) over a specific period of time. Jumps are...

A stochastic process which describes the movements in the price of a derivative's underlying through time. In this process, the...

A discrete model for pricing options that was introduced by Cox, Ross and Rubinstein in 1979. In this model, the...