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Option prices models refer to the overall collection of quantitative techniques to value an option given the dynamics of the underlying asset. Option prices models can be classified into European-style versus American-style models, into closed-form versus numerical expressions and into discrete versus continuous time approaches.

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Option Prices Models

  • 工具书词条

  • 发表日期：

    2025年

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  • Peter-Jan Engelen,
  • Danny Cassimon

摘要

Option prices models refer to the overall collection of quantitative techniques to value an option given the dynamics of the underlying asset. Option prices models can be classified into European-style versus American-style models, into closed-form versus numerical expressions and into discrete versus continuous time approaches.