This document explains how to implement the Binomial Tree Model for option pricing in Java. The Binomial Tree Model is a popular method in financial engineering used to price options by simulating ...

This web app prices European call and put options using three different models — Black-Scholes, Binomial Tree, and Monte Carlo. It also calculates Greeks and includes visualizations for each model.

The paper studies the binomial tree method for American options in a jump-diffusion model. We employ the theory of viscosity solution to show uniform convergence of the binomial tree method for ...

Abstract: We derive the binomial tree scheme for pricing American put options in a regime switching model. An explicit formula is obtained for one-period binomial tree model. Furthermore the pricing ...

Vol. 70, No. 10, Special Issue: Computational Approaches and Data Analytics in Financial Services (OCTOBER 2019), pp. 1678-1691 (14 pages) Published By: Taylor & Francis, Ltd. This article introduces ...

ABSTRACT: In this paper, the binomial tree method is introduced to price the European option under a class of jump-diffusion model. The purpose of the addressed problem is to find the parameters of ...