Inicio >  Term: two-state
two-state

A pricing equation allowing an underlying asset to assume only two possible (discrete) values in the next time period for each value it can take on in the preceding time period. Also called the binomial option pricing model.

0 0

Creador

  • Jessehe
  •  (V.I.P) 32013 puntos
  • 40.13% positive feedback
© 2025 CSOFT International, Ltd.