A Further Spreadsheet-based Illustration of the Convergence of the Black-Scholes-Merton and Cox-Ross-Rubinstein Option Pricing Models
A Further Spreadsheet-based Illustration of the Convergence of the Black-Scholes-Merton and Cox-Ross-Rubinstein Option Pricing Models
Black-Scholes-Merton option pricing modelCox-Ross-Rubinstein binomial option pricing modelParameter matching for model convergenceComputational precision
Kwan, Clarence C. Y. 2025. “A Further Spreadsheet-Based Illustration of the Convergence of the Black-Scholes-Merton and Cox-Ross-Rubinstein Option Pricing Models.” Spreadsheets in Education, August, 1–21.