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by mahfuz
September 4th, 2008, 4:27 pm
Forum: Student Forum
Topic: Models Comparisons
Replies: 3
Views: 49682

Models Comparisons

<t>Hi mate! Thanks for your fast answer.The problem is the following I want to compare these models while pricing:- European or American - Plain Vanilla or Single Barrier- Call or PutMy study is to analise all the facts about pricing this options while using:-BS-Binomial-Trinomial-MC (Using Brownian...
by mahfuz
September 4th, 2008, 12:49 pm
Forum: Student Forum
Topic: Models Comparisons
Replies: 3
Views: 49682

Models Comparisons

<t>Hi All,I am new to this forum and I came here with a mission!!I need to make a studie on the differents options pricing models, showing all their pros and conts. I tought of working with BS, Binomial, Trinomial and MC.Can anyone help me with anything on this subject?Thanks in advance! Best Regard...