Nonparametric Predictive Inference for European Option Pricing based on the Binomial Tree Model
(2019)
Journal Article
In finance, option pricing is one of the main topics. A basic model for option pricing is the Binomial Tree Model, proposed by Cox, Ross, and Rubinstein in 1979 (CRR). This model assumes that the underlying asset price follows a binomial distribution... Read More about Nonparametric Predictive Inference for European Option Pricing based on the Binomial Tree Model.