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| visits | member for | 1 year, 1 month |
| seen | May 22 '12 at 15:34 | |
| stats | profile views | 2 |
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Apr 18 |
comment |
Implied Volatility from American options (binomial) Both sources you provide either apply the bisection method on Black-Scholes or on European-style binomial trees. They do mention that it is applicable to American-style options but provide no illustration. What happens when the American-style option is in an exercise region so there is an early exercise premium? how does this affect the implied volatility? |
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Apr 18 |
awarded | Supporter |
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Apr 16 |
awarded | Student |
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Apr 16 |
asked | Implied Volatility from American options (binomial) |
