A model for option pricing that includes three possible value changes for the asset underlying the option over a specified period of time. The trinomial option-pricing model factors in the possibility of a price increase, a price decrease, or no change to the price of the underlying asset.
Related information about trinomial option-pricing model:
- Trinomial Option Pricing Model Definition | Investopedia
An option pricing model incorporating three possible values that an underlying asset can have in one time period. The three possible values the underlying ...
- What is trinomial option-pricing model? - InvestorWords.com
Definition of trinomial option-pricing model: A model for option pricing that includes three ... The trinomial option-pricing model factors in the possibility of a price ...
- What is Trinomial option-pricing model? - InvestorGuide.com
Trinomial option-pricing model - definition of Trinomial option-pricing model from InvestorGuide.com: an option pricing model that includes three possible ...
- A Trinomial Option Pricing Model Dependent on ... - Ideas - RePEc
A Trinomial Option Pricing Model Dependent on Skewness and Kurtosis. Contents: Author info; Abstract; Bibliographic info; Download info; Related research ...
- Trinomial Option Pricing Model
An option pricing model incorporating three possible values that an underlying asset can have in one time period. The three possible values the underlying ...
- A Trinomial Option Pricing Model Dependent on Skewness and ...
Jan 1, 1998 ... Abstract: This paper develops a trinomial option pricing model that incorporates the first four moments of the stock return distribution. The model ...
- Exploring Reconfigurable Architectures for Tree-Based Option ...
options. The trinomial option pricing model is an alternative to the binomial model , but requires fewer tree nodes (computation steps) to achieve the same ...
- Architecture Exploration for Tree-based Option Pricing Models
Jun 16, 2008 ... Another example is the trinomial option pricing model. It is an al- ternative to the binomial model which requires fewer tree nodes (computation ...