On Binomial Asset Pricing Model

On Binomial Asset Pricing Model

With convergence to Black-Scholes model and sigma algebra

Versandkostenfrei!
Versandfertig in 6-10 Tagen
32,99 €
inkl. MwSt.
PAYBACK Punkte
16 °P sammeln!
Here statistical technique of assigning probabilities to randomly evolved sample paths in coin-toss space is discussed. The intuition carries into continuous time stochastic processes as well. Conditional expectation, one of the key concepts, is discussed and results are produced to make the conceptions clear on how this estimates work. All these results are valid in continuous time math finance area and act as primary tools in this research arena. Martingale, another useful notion, is defined and all related Martingales in binomial asset pricing model are reported as they develop mathematical...