<?xml version="1.0" encoding="utf-8" standalone="yes"?><rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom"><channel><title>Binomial-Pricing on Scholion</title><link>https://scholion.thluiz.com/tags/binomial-pricing/</link><description>Recent content in Binomial-Pricing on Scholion</description><generator>Hugo -- gohugo.io</generator><language>pt-BR</language><copyright>© 2026</copyright><lastBuildDate>Mon, 09 Nov 2015 18:41:40 -0300</lastBuildDate><atom:link href="https://scholion.thluiz.com/tags/binomial-pricing/index.xml" rel="self" type="application/rss+xml"/><item><title>Options pricing in F#</title><link>https://scholion.thluiz.com/notes/options-pricing-in-fsharp/</link><pubDate>Mon, 09 Nov 2015 18:41:40 -0300</pubDate><guid>https://scholion.thluiz.com/notes/options-pricing-in-fsharp/</guid><description>The post explains option pricing in F# through stock-price modeling, then focuses on the binomial model, delta hedging, dividend adjustment, and both imperative and functional implementations.</description></item></channel></rss>