Vostrov, Heorhii; Востров, Георгій Миколайович; Oluvatoiyn Rut Alao
(Odessa National Polytechnic University, 2014-09)
This article covers the basics of the mathematical theory of
pricing of options in financial markets; where we show that, it
is possible to build a multi-period multinomial discrete model
any time step t and any duration. ...