{"title":"Sustainability-valued discrete option pricing in complete markets","authors":"Yuan Hu, W. Brent Lindquist, Svetlozar T. Rachev","doi":"10.1080/20430795.2024.2330518","DOIUrl":null,"url":null,"abstract":"We consider option pricing using recombining binomial trees, with a two-fold purpose. The first is to introduce environmental, social and governance (ESG) sustainability valuation into option prici...","PeriodicalId":45546,"journal":{"name":"Journal of Sustainable Finance & Investment","volume":"574 1","pages":""},"PeriodicalIF":3.8000,"publicationDate":"2024-03-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Sustainable Finance & Investment","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/20430795.2024.2330518","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
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Abstract
We consider option pricing using recombining binomial trees, with a two-fold purpose. The first is to introduce environmental, social and governance (ESG) sustainability valuation into option prici...
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