Statements (31)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
Mathematical Model
|
| gptkbp:alternativeTo |
gptkb:Monte_Carlo_Simulation
Finite Difference Methods |
| gptkbp:assumes |
Discrete Time Steps
Two Possible Outcomes per Step |
| gptkbp:canBe |
Dividend-Paying Stocks
Exotic Options |
| gptkbp:category |
Stochastic Process
Computational Finance |
| gptkbp:describes |
Price Evolution of Financial Instruments
|
| gptkbp:developedBy |
gptkb:John_Cox
gptkb:Stephen_Ross gptkb:Mark_Rubinstein |
| gptkbp:extendsTo |
Multi-Period Binomial Model
|
| gptkbp:generalizes |
One-Step Binomial Model
|
| https://www.w3.org/2000/01/rdf-schema#label |
Binomial Model
|
| gptkbp:input |
Volatility
Risk-Free Rate Strike Price Time to Maturity Underlying Asset Price |
| gptkbp:introducedIn |
1979
|
| gptkbp:output |
Option Value
|
| gptkbp:relatedTo |
gptkb:Black-Scholes_Model
|
| gptkbp:usedFor |
Valuing American Options
Valuing European Options |
| gptkbp:usedIn |
Financial Mathematics
Option Pricing |
| gptkbp:bfsParent |
gptkb:Options_Contract
gptkb:Derivatives_Instruments |
| gptkbp:bfsLayer |
7
|