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Geometric Brownian Motion as the limit of a Binomial Tree?

We can show that the moments of the Binomial tree agree with the moments of the continuous model for the case where we pick symmetrical probability value $p=0.5$. I will change the notation slightly (...
Jan Stuller's user avatar
  • 6,178
1 vote
Accepted

How to price a buffet or, how to price a subscription?

Not an answer, more of a opinion If you would like to price it the "quant" way, it seems what you are suggesting is a call option on $n$ products with a month to expiry (an analogy on the ...
KaiSqDist's user avatar
  • 1,374

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