{
  "annotation_id": "2bdfc9ae-099a-4afa-be1a-cb3e9cc96bdc",
  "date_created": "2026-03-02T18:00:32.540000Z",
  "date_modified": "2026-03-02T18:00:32.540000Z",
  "file_hash": "4a70531a1a9b478a9d20066ddb5710971b4dfa98e1039dcd0aee031c42d2c989",
  "private": false,
  "record": {
    "abstract": "We reconsider the valuation of barrier options by means of binomial trees\nfrom a \"forward looking\" prospective rather than the more conventional\n\"backward induction\" one used by standard approaches. This reformulation allows\nus to write closed-form expressions for the value of European and American put\nbarrier-options on a non-dividend-paying stock.",
    "arxiv_id": "physics/0008111",
    "authors": [
      "Dario Villani",
      "Andrei E. Ruckestein"
    ],
    "categories": [
      "physics.gen-ph",
      "cond-mat"
    ],
    "title": "Looking Forward to Pricing Options from Binomial Trees",
    "url": "https://arxiv.org/abs/physics/0008111"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "f3e40a28-5974-4723-a734-4da302b4d2d4",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}