Lattice Trees by Tushar S. Chande, Ph.D.
ARTICLE SYNOPSIS...Lattice Trees by Tushar S. Chande, Ph.D.
The lattice approach to option pricing is used to build a tree, so to speak, of futures prices. The price tree can be recomputed intraday to update the expected price range. These dynamic trees can be used for ri
AUTHOR: Tushar S. Chande, Ph.D.DATE: FEB 1994