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Trinomial or binomial: Accelerating American put option price on trees

✍ Scribed by Jiun Hong Chan; Mark Joshi; Robert Tang; Chao Yang


Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
106 KB
Volume
29
Category
Article
ISSN
0270-7314

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✦ Synopsis


Abstract

We investigate the pricing performance of eight trinomial trees and one binomial tree, which was found to be most effective in an earlier study, under 20 different implementation methodologies for pricing American put options. We conclude that the binomial tree, the Tian third‐order moment‐matching tree with truncation, Richardson extrapolation, and smoothing, performs better than the trinomial trees. © 2009 Wiley Periodicals, Inc. Jrl Fut Mark 29:826–839, 2009