The trinomial option pricing model is an option pricing model incorporating three possible values that an underlying asset can have in one time period.

The trinomial tree is a lattice-based computational model used in financial mathematics to price options. It was developed by Phelim Boyle in 1986. Formula · Application

Figure 2 shows the lattice of a stock with the initial price of thirty dollars, using the values of u and d estimated in equations 2 and 3. FIGURE 2. NUMERICAL ...

Every investor wishes to make profit on whatever amount they put in the stock exchange and thus the need for a good formula that give a very good approximations ...

This study discusses the determination of call option prices using the Trinomial Tree method and the Black-Scholes method with the data of Microsoft ...

The price of an option is derived using this trinomial lattice by starting from the last price or the expiration time price by discounting one step backward.

Black-Scholes, Binomial/Trinomial models are methods to calculate price ... The Binomial option pricing model can be used to calculate the price for an option.

We develop a trinomial tree pricing model of the real option, and prove that the equation of real option value under trinomial tree model is approximate to ...

The trinomial tree is a lattice based computational model used in financial mathematics to price options. It was developed by Phelim Boyle in 1986. It is an ...

Apart from the standard properties of the stock, the Black-. Scholes formula calculates the option price only depending on the volatility of the stock and the ...