We implement a Rubinstein-type (1994) implied binomial tree using an Excel spreadsheet, but without using VBA (Visual Basic Application). We demonstrate both the optimization needed to generate ...
An Excel-based tool for option pricing using the Binomial Lattice Model. Features include customizable inputs, dynamic lattice construction, European/American option pricing, and visualizations. Ideal ...
This study extends the Poisson binomial distribution by introducing correlation and dependence between binomial events, enhancing its ability to capture complex event types and improving model ...
It is a common practice to approximate a binomial distribution by a suitable normal distribution when n, the number of trials, is moderately large. But when p, the probability of success, is not close ...
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