Studies on European call option of binomial option pricing model using Taguchi's L27 orthogonal array
Year of publication: |
2020
|
---|---|
Authors: | Dar, Amir Ahmad ; Anuradha, N. |
Published in: |
International journal of intelligent enterprise. - Gen`eve : Inderscience, ISSN 1745-3240, ZDB-ID 2453805-X. - Vol. 7.2020, 1/2/3, p. 234-249
|
Subject: | binomial model | Taguchi's method | analysis of mean | ANOM | analysis of variance | ANOVA | option | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Derivat | Derivative |
-
Modelling "Bai Al Arboun" using binomial model
Omrana, Siham, (2015)
-
Options pricing by Monte Carlo simulation, binomial tree and BMS model : a comparative study
Bendob, Ali, (2019)
-
Wang, Guan Jun, (2014)
- More ...
-
Estimating probabilities of default of different firms and the statistical tests
Dar, Amir Ahmad, (2019)
-
Use of Taguchi method for optimisation of process parameters of option pricing model
Dar, Amir Ahmad, (2020)
-
The probability of default and its design of experiment
Dar, Amir Ahmad, (2020)
- More ...