Binomial options pricing model: Revision history

Filter revisionsshowhide

To date:

Tag filter:

Invert selection

External tools:

For any version listed below, click on its date to view it. For more help, see Help:Page history and Help:Edit summary. (cur) = difference from current version, (prev) = difference from preceding version, m = minor edit, → = section edit, ← = automatic edit summary

curprev 04:5804:58, 8 October 2024 61.18.59.93 talk 15,875 bytes +2 fix the exercise condition to be consistent with terminal payoff, american put now has same price as european put when rate is 0 undo
curprev 04:4404:44, 8 October 2024 61.18.59.93 talk 15,873 bytes −7 correctly initialize p0 := (up * exp(-q * deltaT) - exp(-r * deltaT)) / (up^2 - 1) as the up branch of the arrow debreu price undo
curprev 04:3504:35, 8 October 2024 61.18.59.93 talk 15,880 bytes +2 corrected bug in code the initialisation at terminal time needs be p[i] := K - S * up^(2*i - n+1) instead of p[i] := K - S * up^(2*i - n) undo

curprev 16:3116:31, 8 January 2024 AndrewMatteson talk contribs 15,878 bytes +9 Fix incorrectly simplified p0 term in algorithm. There was a missing factor of `up` in the numerator. undo

curprev 13:4813:48, 15 October 2023 77.169.167.212 talk 15,829 bytes +70 added descriptions of parameters r and sigma undo

curprev 00:5500:55, 11 January 2021 ChromeGames talk contribs m 15,317 bytes −9 Spelling/grammar/punctuation/typographical correction undo Tag: Visual edit

curprev 11:2711:27, 3 August 2020 MrOllie talk contribs 15,204 bytes −416 Reverted to revision 964284396 by Ohnoitsjamie (talk): RV Spa, still no consensus for this (TW) undo Tag: Undo
curprev 11:2411:24, 3 August 2020 Danielkda talk contribs m 15,620 bytes +416 No edit summary undo

curprev 16:1916:19, 24 June 2020 Ohnoitsjamie talk contribs 15,204 bytes −1,116 rv SPA edits, no consensus for this undo
curprev 16:0516:05, 24 June 2020 Danielkda talk contribs m 16,320 bytes +1,116 Partially, undid revision 964190095 by MrOllie (talk) so as to maintain recent developments in this field about closed form solutions. undo Tag: Undo
curprev 02:2602:26, 24 June 2020 MrOllie talk contribs 15,204 bytes −1,109 Per Wikipedia:Conflict_of_interest/Noticeboard#Binomial_options_pricing_model undo

curprev 17:5217:52, 27 May 2020 2a02:587:e91d:116b:19ca:b324:305c:462d talk 16,334 bytes +112 →External links: referrence undo Tags: Mobile edit Mobile web edit
curprev 17:2817:28, 27 May 2020 XLinkBot talk contribs 16,222 bytes −315 BOT--Reverting reference addition(s) by 2A02:587:E91D:116B:302B:F637:AD36:6888 to revision 944863598 (www.sciencedomain.org/abstract/14460, doi.org/doi.org/10.9734/ARJOM/2016/26251 (redirects to www.sciencedomain.org/abstract/14460) [\bsciencedomain\.org\b]) undo
curprev 17:2617:26, 27 May 2020 2a02:587:e91d:116b:302b:f637:ad36:6888 talk 16,537 bytes +315 →References undo Tag: use of predatory open access journal