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Institute of Business and Economic Research
Research Program in Finance Working Papers
University of California, Berkeley
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On the Relation Between Binomial and Trinomial Option Pricing Models
Mark Rubinstein, Haas School of Business, University of California, Berkeley

Download the Paper (91 K, PDF file) - May 1, 2000 Tell a colleague about it.
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ABSTRACT:
This paper shows that the binomial option pricing model, suitably parameterized, is a special case of the explicit finite difference method.

SUGGESTED CITATION:
Mark Rubinstein, "On the Relation Between Binomial and Trinomial Option Pricing Models" (May 1, 2000). Research Program in Finance Working Papers. Paper RPF-292.
http://repositories.cdlib.org/iber/finance/RPF-292

 
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