Cox-Ross-Rubinstein Pricing Model

The Cox-Ross-Rubinstein binomial option pricing model (CRR model) is a variation of the original Black-Scholes option pricing model. The model is popular because it considers the underlying instrument over a period of time, instead of just at one point in time. It does this by using a lattice-based model, which takes into account expected changes

Standard Studies

Absolute Price Oscillator – Based on the Absolute difference between two moving averages of different lengths: a “fast”‘ and “slow” moving average. Absolute Values – The absolute value of a real number is that number’s numerical value without regard to it’s sign. Acceleration – The acceleration (or momentum acceleration) study indicates the rate of change