About a perspective line of study of problems of risk-neutral options evaluation

  • Г. Б. Суюнова Voronezh State University
Keywords: an option, risk-neutral valuation, CRR model

Abstract

The approach to assessment of options value based on the Cox-Ross-Rubinstein Model (CRR-model) is discussed. The expediency of use of the econometric modelling framework for estimation of characteristics of this model is proved.

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Published
2015-04-06
How to Cite
Суюнова, Г. Б. (2015). About a perspective line of study of problems of risk-neutral options evaluation. Modern Economics: Problems and Solutions, 2, 156-162. Retrieved from https://journals.vsu.ru/meps/article/view/4205
Issue
Vol 2 (2010): february
Section
Статьи