Parallel Binomial American Option Pricing with (and without) Transaction Costs

Nan Zhang Alet Roux Tomasz Zastawniak

Published in: CoRR (2011)

Keyphrases

transaction costs
option pricing
stock exchange
black scholes
stock price
decision analysis
black scholes model
probability distribution
portfolio selection
multi criteria
bayesian networks
expert systems
knowledge discovery
network security
real option