Non-arbitrage Pricing and Hedging Strategy for European Put Option Based on Trinomial Model.

Chen Lin Yuntian Bao Yunzhuang He

Published in: ICSEB (2021)

Keyphrases

probabilistic model
mathematical model
experimental data
data sets
high level
input data
option pricing
cost function
management system
supply chain
level set
parameter estimation
computational model
petri net
statistical model
simulation model