GitHub / aidanabekboeva / American-Option-Binomial-Trees
This project provides an implementation of the American Option pricing model using Binomial Trees. American Options offer the unique feature of being exercisable at any time prior to expiration, adding complexity to the pricing process.
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PURL: pkg:github/aidanabekboeva/American-Option-Binomial-Trees
Stars: 0
Forks: 0
Open issues: 0
License: None
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Size: 8.79 MB
Dependencies parsed at: Pending
Created at: about 2 years ago
Updated at: almost 2 years ago
Pushed at: almost 2 years ago
Last synced at: almost 2 years ago
Topics: american-options, binomial-tree, option-pricing