Triple
T11961591
| Position | Surface form | Disambiguated ID | Type / Status |
|---|---|---|---|
| Subject | Greeks (option sensitivities) |
E284680
|
entity |
| Predicate | relatedToModel |
P97305
|
FINISHED |
| Object |
binomial options pricing model
The binomial options pricing model is a discrete-time valuation method that models possible future movements in an underlying asset’s price to determine the fair value of options and their risk sensitivities.
|
E956286
|
NE FINISHED |
Provenance (5 batches)
| Stage | Batch ID | Job type | Status |
|---|---|---|---|
| creating | batch_69d6ab2eaeb881909f7914758f859413 |
elicitation | completed |
| NER | batch_69d9037848f481908276716675464464 |
ner | completed |
| NED1 | batch_69f4592fa9a48190a0450e3d0c57c4d3 |
ned_source_triple | completed |
| NED2 | batch_69f465be4db08190882898a17d077019 |
ned_description | completed |
| NEDg | batch_69f4645ef63881909b46937f73d637a3 |
nedg | completed |
Created at: April 8, 2026, 9:45 p.m.