Vostrov, G.M.; Alao, O.R.; Востров, Г.М.; Алао, О.Р.; Востров, Г.Н.; Алао, О.Р.
(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. ...