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A Review of the Binomial and Trinomial Models for Option Pricing and their Convergence to the Black-Scholes Model Determined Option Prices. (2020). Josheski, Dushko ; Apostolov, Mico ; Dushko, Josheski ; Mico, Apostolov.
In: Econometrics. Advances in Applied Data Analysis.
RePEc:vrs:eaiada:v:24:y:2020:i:2:p:53-85:n:5.

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  1. Hedging via Perpetual Derivatives: Trinomial Option Pricing and Implied Parameter Surface Analysis. (2025). Rachev, Svetlozar T ; Lindquist, Brent W ; Gnawali, Jagdish.
    In: JRFM.
    RePEc:gam:jjrfmx:v:18:y:2025:i:4:p:192-:d:1626423.

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  32. Quote as: Josheski, D., Apostolov, M. (2020). A review of the binomial and trinomial models for option pricing and their convergence to the Black-Scholes model determined option prices. Econometrics. Ekonometria. Advances in Applied Data Analysis, 24(2).
    Paper not yet in RePEc: Add citation now

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  39. Trigeorgis, L. (1991). A log-transformed binomial analysis method for valuing complex multi-option investments. Journal of Financial and Quantitative Analysis, 26(3), 309-326.

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