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《Journal of Industrial Engineering and Engineering Management》 2002-04
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A Study on a Binary Option Model and Its Pricing

WU Yun, HE Jian-min (College of Economics and Management,Southeast Univ.,Nanjing 210096,China)  
In this paper,firstly,a kind of exotic options——binary option and its pricing model are dissertated;then,the analytic solution of the model is derived.In addition,we dissertate the application of a binomial tree in the option pricing.At last,we provide examples which indicate the validity of the binomial tree.
【CateGory Index】: F224
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