In the developed capital market, they are generally valued with numerical methods, including binomial tree, finite difference methods, finite element methods, Monte Carlo simulation and so on.
目前,在国外发达资本市场,一般采用数值法为其定价,如二叉树法、有限差分法、有限元法和Monte Carlo模拟法等。
参考来源 - 可转换债券定价与分析研究·2,447,543篇论文数据,部分数据来源于NoteExpress
The binomial tree is one of the numerical methods in common use.
二叉树方法就是比较常用的数值方法之一。
Binomial tree can be applied to pricing of all kinds of options, but it has a lot of flaws, such as accuracy.
二叉树定价模型虽然适合各种期权估价,但存在缺陷,如精度问题。
The method exploits regularities both in the communication phases and in the topological communication structure of a binomial tree.
这一方法不仅利用二项树通信步中的规则性,而且利用了二项树拓扑结构的规则性。
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