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Simulation of pricing in the gold market with the help of the binomial approach

Journal: Economic Cybernetics. International scientific journal (Vol.70, No. 2)

Publication Date:

Authors : ;

Page : 37-44

Keywords : Simulation; pricing; gold market; binomial approach; model;

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Abstract

The paper assessed the adequacy of the binomial option pricing model in predicting the price of gold. When building also compare two approaches to determining the parameters of the binomial model.

Last modified: 2014-04-03 14:14:18