How fundamental is the one-period trinomial model to European option pricing bounds. A new methodological approach - Archive ouverte HAL
Journal Articles Finance Research Letters Year : 2017

How fundamental is the one-period trinomial model to European option pricing bounds. A new methodological approach

Yann Braouezec
Lille économie management - UMR 9221

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Economics and Finance

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https://hal.science/hal-01744507

Submitted on : Tuesday, March 27, 2018-2:25:37 PM

Last modification on : Friday, July 12, 2024-3:16:03 PM

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hal-01744507 , version 1 (27-03-2018)

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Yann Braouezec. How fundamental is the one-period trinomial model to European option pricing bounds. A new methodological approach. Finance Research Letters, 2017, 21, pp.92 - 99. ⟨10.1016/j.frl.2016.11.001⟩. ⟨hal-01744507⟩

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