GitHub

milind-v-p/American-Option-pricing-using-Binomial-Tree-and-Monte-Carlo-Simulation

This project estimates the price of an American call option on NVIDIA (NVDA) stock by combining a binomial tree model with Monte Carlo simulations. Real historical data is incorporated to adjust for ...
GitHub

binomial-tree

Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.
JSTOR Daily

On nonparametric predictive inference for asset and European option trading in the binomial tree model

Vol. 70, No. 10, Special Issue: Computational Approaches and Data Analytics in Financial Services (OCTOBER 2019), pp. 1678-1691 (14 pages) Published By: Taylor & Francis, Ltd. This article introduces ...
JSTOR Daily

Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model

The paper studies the binomial tree method for American options in a jump-diffusion model. We employ the theory of viscosity solution to show uniform convergence of the binomial tree method for ...