Price American options using trinomial lattice model with three price movements per step. Trinomial model converges faster than binomial and is more accurate for barrier options.
Price American options using trinomial lattice model with three price movements per step. Trinomial model converges faster than binomial and is more accurate for barrier options
Each component has a specific meaning:
Note: Interpret the trinomial lattice option result against the thresholds and context described above.
Enter the trinomial lattice model for the scenario you are assessing. Price American options using trinomial lattice model with three price movements per step. Trinomial model converges faster than binomial and is more accurate for barrier options. Use the trinomial lattice option result to inform your calculation.