Binomial options pricing has no closed-form solution.
Evangelos GeorgiadisPublished in: Algorithmic Finance (2011)
Keyphrases
- closed form solutions
- option pricing
- black scholes model
- double exponential
- closed form
- special case
- point correspondences
- constrained optimization
- line correspondences
- relative pose
- brownian motion
- learning automata
- object recognition
- probability distribution
- camera pose
- stock price
- financial markets
- pricing strategies
- revenue management
- viewpoint
- computer vision