Bumping Up Against the Barrier with the Binomial Method

Phelim P. Boyle; Sok Hoon Lau

doi:10.3905/jod.1994.407891

Primary Article

Bumping Up Against the Barrier with the Binomial Method

Phelim P. Boyle and Sok Hoon Lau

The Journal of Derivatives Summer 1994, 1 (4) 6-14; DOI: https://doi.org/10.3905/jod.1994.407891

Phelim P. Boyle

Professor of financial economics in the School of Acrountancy of the University of Waterloo in Waterloo, Ontario, Canada.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Sok Hoon Lau

A graduate student at the University of Waterloo.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Article
Info & Metrics
PDF (Subscribers Only)

This is a PDF-only article. The first page of the PDF of this article appears above.

Don’t have access? Register today to begin unrestricted access to our database of research.

Log in using your username and password

Username *

Password *

Forgot your user name or password?

PreviousNext

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monthly highlights
Special collections

In this issue

The Journal of Derivatives

Vol. 1, Issue 4

Summer 1994

Table of Contents
Index by author

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on The Journal of Derivatives.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following Bumping Up Against the Barrier with the Binomial Method

Message Subject (Your Name) has sent you a message from The Journal of Derivatives

Message Body (Your Name) thought you would like to see the The Journal of Derivatives web site.

Your Personal Message

CAPTCHA

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

Citation Tools

Bumping Up Against the Barrier with the Binomial Method

Phelim P. Boyle, Sok Hoon Lau

The Journal of Derivatives May 1994, 1 (4) 6-14; DOI: 10.3905/jod.1994.407891

Citation Manager Formats

BibTeX
Bookends
EasyBib
EndNote (tagged)
EndNote 8 (xml)
Medlars
Mendeley
Papers
RefWorks Tagged
Ref Manager
RIS
Zotero

Save To My Folders

User Name *

Password *

Remember my user name & password.

Bumping Up Against the Barrier with the Binomial Method

Phelim P. Boyle, Sok Hoon Lau

The Journal of Derivatives May 1994, 1 (4) 6-14; DOI: 10.3905/jod.1994.407891

Share This Article:

Tweet Widget Facebook Like

Jump to section

Article
Info & Metrics
PDF (Subscribers Only)
PDF (Subscribers Only)

Cited By...

Barrier Option Pricing Using Adjusted Transition Probabilities

Google Scholar

Main menu

User menu

Search

The Journal of Derivatives

Bumping Up Against the Barrier with the Binomial Method

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Similar Articles

Cited By...

More in this TOC Section

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

Bumping Up Against the Barrier with the Binomial Method

Log in using your username and password

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Jump to section

Similar Articles

Cited By...

More in this TOC Section

Stay Connected