Option pricing: A simplified approach

JOURNAL ARTICLE published September 1979 in Journal of Financial Economics

Authors: John C. Cox | Stephen A. Ross | Mark Rubinstein

On Cox-Ross-Rubinstein Pricing Formula for Pricing Compound Option

JOURNAL ARTICLE published 2020 in International Journal of Analysis and Applications

Option Pricing and Risk Hedging by Black-Scholes Model and Cox-Ross-Rubinstein Model for Unilever PLC

PROCEEDINGS ARTICLE published 2022 in Proceedings of the 4th International Conference on Economic Management and Model Engineering

Authors: Sen Chen | Boyang Sun | Jingzhe Lin

SIMPLIFIED OPTION PRICING TECHNIQUES

JOURNAL ARTICLE published March 2019 in Annals of Financial Economics

Authors: MOAWIA ALGHALITH | CHRISTOS FLOROS | THOMAS POUFINAS

On option pricing in the multidimensional Cox-Ross-Rubinstein model

JOURNAL ARTICLE published 1998 in Applicationes Mathematicae

Authors: Michał Motoczyński | Łukasz Stettner

Option pricing: a yet simpler approach

JOURNAL ARTICLE published June 2022 in Decisions in Economics and Finance

Research funded by Pohjois-Karjalan Rahasto (55172232)

Authors: Jarno Talponen | Minna Turunen

PREFERENCES, LÉVY JUMPS AND OPTION PRICING

JOURNAL ARTICLE published June 2007 in Annals of Financial Economics

Authors: CHENGHU MA

Exotic Option Pricing: A Simplified Approach

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Kurt Smith

The option valuation approach to mortgage pricing

JOURNAL ARTICLE published June 1988 in The Journal of Real Estate Finance and Economics

Authors: Andrew S. Carron | Marjorie Hogan

The Cox—Ross—Rubinstein Model

BOOK CHAPTER published 2003 in Mathematical Finance and Probability

Authors: J. C. Cox | S. A. Ross | M. Rubinstein

Equilibrium pricing bounds on option prices

JOURNAL ARTICLE published June 2008 in Mathematics and Financial Economics

Authors: Marie Chazal | Elyès Jouini

An examination of estimation and specification error biases in estimates of option prices generated by Black-Scholes and Cox-Ross models

JOURNAL ARTICLE published September 1992 in Journal of Economics and Finance

Authors: A. K. M. Shamsul Alam

A realized volatility approach to option pricing with continuous and jump variance components

JOURNAL ARTICLE published December 2019 in Decisions in Economics and Finance

Authors: Dario Alitab | Giacomo Bormetti | Fulvio Corsi | Adam A. Majewski

The Cox-Ross-Rubinstein Model

BOOK CHAPTER published 2012 in Springer Undergraduate Mathematics Series

Authors: Nigel J. Cutland | Alet Roux

No–arbitrage commodity option pricing with market manipulation

JOURNAL ARTICLE published June 2020 in Mathematics and Financial Economics

Authors: René Aïd | Giorgia Callegaro | Luciano Campi

Pricing European options in complete markets. The binomial model and the Cox-Ross-Rubinstein formula

BOOK CHAPTER published 21 April 1999 in Translations of Mathematical Monographs

An application of nonparametric volatility estimators to option pricing

JOURNAL ARTICLE published October 2014 in Decisions in Economics and Finance

Authors: Romuald N. Kenmoe | Simona Sanfelici

An option pricing approach to the valuation of real estate contaminated with hazardous materials

JOURNAL ARTICLE published March 1995 in The Journal of Real Estate Finance and Economics

Authors: George H. Lentz | K. S. Maurice Tse

Correction to: No-arbitrage commodity option pricing with market manipulation

JOURNAL ARTICLE published March 2021 in Mathematics and Financial Economics

Authors: René Aïd | Giorgia Callegaro | Luciano Campi

Crack spread option pricing with copulas

JOURNAL ARTICLE published January 2013 in Journal of Economics and Finance

Authors: Hemantha S. B. Herath | Pranesh Kumar | Amin H. Amershi