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Trinomial Tree

A lattice-based model which is used to value options. It extends the structure of the binomial tree, while applying the…

Binomial Tree

A technique which is used to price options by graphically illustrating possible intrinsic values that an underlying asset (stock) may...

Multistep Trees

A multistep binomial tree is an option pricing tool used to figure out the value of American-style stock options and...

FSG

It stands for forward shooting grid; a variant of the lattice tree methods (binomial trees/ trinomial trees) that is used...

Forward Shooting Grid

A variant of the lattice tree methods (binomial trees/ trinomial trees) that is used to price a wide stripe of...