An Improved Poisson Distribution and Its Application in Option Pricing
Samson Ogu- Egege, Bright Okore Osu, Chigozie Chibuisi
This work, introduces an improve Poisson distribution function. This improved Poisson is equipped with some financial terms, which generate a model for determining the prices of a European call and put option for two period models. Some of its important statistical properties like the mean, variance are given. It was found that the problem of option for non-dividend paying stock can be approached using an improved Poisson distribution function equipped with some financial terms. In comparison it gives exactly the numerical results with the CRR binomial model using the numerical data. An empirical example is given in a concrete setting.
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