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8 views

How to price a new idea? [migrated]

Actually, we have recently developed a new conceptual idea, which is about a unique electro-optical instrument, and we will probably finish the initial prototype in a month. Fortunately, we have ...
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1answer
116 views

Valuation of Cox-Ross-Rubinstein Model

We have a Cox-Ross-Rubinstein model with parameters $u$ ("up"), $d$ ("down") , $r$ (interest rate) and $q$ (equivalent martingale probability) $(q=(1+r-d)(u-d)^{-1})$ . We have a contingent claim with ...