An Alternate Tree Method Based on Binomial and Trinomial Tree for Option Pricing

GONG Wenxiu, XU Zuoliang

Journal of Systems Science and Mathematical Sciences ›› 2021, Vol. 41 ›› Issue (12) : 3478-3499.

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Journal of Systems Science and Mathematical Sciences ›› 2021, Vol. 41 ›› Issue (12) : 3478-3499. DOI: 10.12341/jssms19395

An Alternate Tree Method Based on Binomial and Trinomial Tree for Option Pricing

  • GONG Wenxiu1, XU Zuoliang2
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2021, 41(12): 3478-3499 https://doi.org/10.12341/jssms19395

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