%0 Journal Article %T A New Type of Binomial Tree Parameter Model for Option Pricing
一个新型的期权定价二叉树参数模型 %A ZHANG Tie %A
张铁 %J 系统工程理论与实践 %D 2000 %I %X The defects are analyzed for the usual binomial tree model of option pricing. A new type of binomial tree parameter model is constructed by means of stochastic error correcting method. The new model can avoid negative probability and possesses very high accuracy, therefore it can be are applied to various option pricing. %K option pricing %K binomial tree model %K parameter constructing
期权定价 %K 二叉树模型 %K 参数构造 %U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=DDC5630DC145AC69&yid=9806D0D4EAA9BED3&vid=A04140E723CB732E&iid=708DD6B15D2464E8&sid=869807E2D7BED9EC&eid=39EEF47180459690&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=15&reference_num=0