Ronald Kreer [SEP] place of birth
Ronald Kreer
Ronald Kreer (born 10 November 1959 in Leipzig) is a former German professional footballer.
Kreer began his career playing for the youth side of BSG Lokomotive Delitzsch and then 1. FC Lokomotive Leipzig. After being promoted to the Leipzig senior squad, Kreer played 241 games in the DDR-Oberliga for the club, scoring 10 goals. With Leipzig he won the FDGB Pokal twice and took to the field in numerous European matches, including the final of the 1986–87 European Cup Winners' Cup, as part
model
- Trinomial tree
- Valuation of options
- Option: Model implementation
Literature.
- Ralf Korn, Markus Kreer and Mark Lenssen: "Pricing of european options when the underlying stock price follows a linear birth-death process", Stochastic Models Vol. 14(3), 1998, pp 647 – 662
- Xiong Chen: "The Korn-Kreer-Lenssen Model as an alternative for option pricing", Willmott Magazine June 2004, pp 74–80