{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,6,18]],"date-time":"2025-06-18T04:17:55Z","timestamp":1750220275931,"version":"3.41.0"},"publisher-location":"New York, NY, USA","reference-count":11,"publisher":"ACM","license":[{"start":{"date-parts":[[2021,12,3]],"date-time":"2021-12-03T00:00:00Z","timestamp":1638489600000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.acm.org\/publications\/policies\/copyright_policy#Background"}],"content-domain":{"domain":["dl.acm.org"],"crossmark-restriction":true},"short-container-title":[],"published-print":{"date-parts":[[2021,12,3]]},"DOI":"10.1145\/3507485.3507499","type":"proceedings-article","created":{"date-parts":[[2022,3,8]],"date-time":"2022-03-08T21:52:21Z","timestamp":1646776341000},"page":"81-85","update-policy":"https:\/\/doi.org\/10.1145\/crossmark-policy","source":"Crossref","is-referenced-by-count":0,"title":["Non-arbitrage Pricing and Hedging Strategy for European Put Option Based on Trinomial Model"],"prefix":"10.1145","author":[{"given":"Chen","family":"Lin","sequence":"first","affiliation":[{"name":"School of Statistics and Mathematics, Central University of Finance and Economics, China"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Yuntian","family":"Bao","sequence":"additional","affiliation":[{"name":"IBDP Department, Shanghai Weiyu High School, China"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Yunzhuang","family":"He","sequence":"additional","affiliation":[{"name":"Division of Business Management, Beijing Normal University-Hong Kong Baptist University United International College, China"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"320","published-online":{"date-parts":[[2022,3,8]]},"reference":[{"key":"e_1_3_2_1_1_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1973.tb01357.x"},{"key":"e_1_3_2_1_2_1","unstructured":"Damodaran A. The promise and peril of real options [Internet]. Nyu.edu. [cited 2021 Dec 20]. Available from: http:\/\/people.stern.nyu.edu\/adamodar\/pdfiles\/papers\/realopt.pdf  Damodaran A. The promise and peril of real options [Internet]. Nyu.edu. [cited 2021 Dec 20]. Available from: http:\/\/people.stern.nyu.edu\/adamodar\/pdfiles\/papers\/realopt.pdf"},{"key":"e_1_3_2_1_3_1","volume-title":"In: Options, Futures, and Other Derivatives.","author":"Hull J.","year":"2015","unstructured":"Hull J. Chapter 13. In: Options, Futures, and Other Derivatives. Boston : Pearson ; 2015 . Hull J. Chapter 13. In: Options, Futures, and Other Derivatives. Boston: Pearson; 2015."},{"key":"e_1_3_2_1_4_1","doi-asserted-by":"publisher","DOI":"10.1137\/S0036142902414220"},{"key":"e_1_3_2_1_5_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.parco.2003.09.003"},{"key":"e_1_3_2_1_6_1","volume-title":"On the relation between binomial and trinomial option pricing models.\u00a0The Journal of derivatives,\u00a08(2), 47-50","author":"Rubinstein M.","year":"2000","unstructured":"Rubinstein , M. ( 2000 ). On the relation between binomial and trinomial option pricing models.\u00a0The Journal of derivatives,\u00a08(2), 47-50 . Rubinstein, M. (2000). On the relation between binomial and trinomial option pricing models.\u00a0The Journal of derivatives,\u00a08(2), 47-50."},{"key":"e_1_3_2_1_7_1","volume-title":"A nonstationary trinomial model for the valuation of options on Treasury bond futures contracts. The Journal of Futures Markets (1986-1998), 14(5), 597","author":"Ronn E. I.","year":"1994","unstructured":"Ronn , E. I. , & Bliss Jr , R. R. ( 1994 ). A nonstationary trinomial model for the valuation of options on Treasury bond futures contracts. The Journal of Futures Markets (1986-1998), 14(5), 597 . Ronn, E. I., & Bliss Jr, R. R. (1994). A nonstationary trinomial model for the valuation of options on Treasury bond futures contracts. The Journal of Futures Markets (1986-1998), 14(5), 597."},{"key":"e_1_3_2_1_8_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.cam.2009.09.019"},{"key":"e_1_3_2_1_9_1","doi-asserted-by":"crossref","unstructured":"Cox JC Ross SA Rubinstein M. Option pricing: A simplified approach. Journal of Financial Economics. 1979;7(3):229\u201363.  Cox JC Ross SA Rubinstein M. Option pricing: A simplified approach. Journal of Financial Economics. 1979;7(3):229\u201363.","DOI":"10.1016\/0304-405X(79)90015-1"},{"key":"e_1_3_2_1_10_1","volume-title":"Stochastic calculus for Finance I the Binomial asset pricing model","author":"Shreve S.","year":"2005","unstructured":"Shreve S. Stochastic calculus for Finance I the Binomial asset pricing model . New York : Springer ; 2005 . Shreve S. Stochastic calculus for Finance I the Binomial asset pricing model. New York: Springer; 2005."},{"key":"e_1_3_2_1_11_1","volume-title":"In: Monte Carlo Methods in Financial Engineering.","author":"Glasserman P.","year":"2010","unstructured":"Glasserman P. Chapter 1. In: Monte Carlo Methods in Financial Engineering. New York : Springer ; 2010 . p. 1\u20133. Glasserman P. Chapter 1. In: Monte Carlo Methods in Financial Engineering. New York: Springer; 2010. p. 1\u20133."}],"event":{"name":"ICSEB 2021: 2021 5th International Conference on Software and e-Business","acronym":"ICSEB 2021","location":"Osaka Japan"},"container-title":["2021 5th International Conference on Software and e-Business (ICSEB)"],"original-title":[],"link":[{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3507485.3507499","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/dl.acm.org\/doi\/pdf\/10.1145\/3507485.3507499","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,6,17]],"date-time":"2025-06-17T19:31:11Z","timestamp":1750188671000},"score":1,"resource":{"primary":{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3507485.3507499"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2021,12,3]]},"references-count":11,"alternative-id":["10.1145\/3507485.3507499","10.1145\/3507485"],"URL":"https:\/\/doi.org\/10.1145\/3507485.3507499","relation":{},"subject":[],"published":{"date-parts":[[2021,12,3]]},"assertion":[{"value":"2022-03-08","order":2,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}