Comparing of the binomial model and the black-scholes model for options pricing

Koceva Lazarova, Limonka and Jolevska-Tuneska, Biljana and Atanasova-Pacemska, Tatjana (2014) Comparing of the binomial model and the black-scholes model for options pricing. Yearbook of the Faculty of Computer Science, 3 (3). pp. 83-87. ISSN 1857- 8691

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Abstract

In this paper will be considered the simple binomial model with one and more periods. It will be given the correspondence between binomial model and the Black-Scholes model for option pricing and also will be shown that the binomial model is more simple then the continuous Black-
Scholes model from pedagogical point of view.

Item Type:	Article
Subjects:	Natural sciences > Matematics
Divisions:	Faculty of Computer Science
Depositing User:	Tatjana A. Pacemska
Date Deposited:	29 Jun 2015 10:35
Last Modified:	25 Oct 2021 07:09
URI:	https://eprints.ugd.edu.mk/id/eprint/13451

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