Financial Quantitative Algorithms
The Binomial Tree was the numerical method to extend the Black Scholes analysis. It has certain limitations, but is extremely versatile and fast.
Java Applets - Pricing Options on Equity using the Binary Tree technique
|Binary tree method||European(E) Call and Put||Binary Pricer|
|Binary tree method||American(A) Call and Put||Binary Pricer|
|Binary tree method||Bermudean Call and Put (B)||Binary Pricer|