{"title":"完整市场中的可持续性价值离散期权定价","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":"{\"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}","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}
Sustainability-valued discrete option pricing in complete markets
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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