The Contradiction of Option Pricing Based on Quadtree
Lingyun Gao · Journal of Jiamusi University · 2011
There are many methods for option pricing,among which the most intuitive and convenient one is binomial tree model,a discrete form of continuous time model.From Kamiad B on,there are many researches about triple method.Because of many different possibilities of the option price,in this passage,quadtree was set as an example to prove that multi-branches tree is not suitable to every situation.