Cox Ross Rubinstein Option Pricing Model
Definition
An option pricing model developed by John Cox, Stephen Ross, and Mark Rubinstein that can be adopted to include effects not included in the Black-Scholes Model (e.g., early exercise and price supports).
Related Terms Other terms related to 'Cox Ross Rubinstein Option Pricing Model' starting with the letter 'C' Controlled Account, Commercial, Cash Commodity, Contract, Commodity Pool Browse by Letter » A B C D E F G H I J K L M N O P Q R S T U V W Y Z
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