Models to be Considered Constant elasticity of variance (CEV) Jump diffusion Stochastic volatility Implied volatility function (IVF) Options, Futures, and Other Derivatives
Binary options Nonstandard American Lookback options options Shout options Forward start options Asian options Compound options Options to exchange Chooser options one asset for another Barrier options Options involving
Binomial trees are frequently used to approximate the movements in the price of a stock or other asset In each small interval of time the stock price is assumed to move up by a proportional amount u or to move down by a proportional amount d Options
