Use of Taguchi method for optimisation of process parameters of option pricing model
Amir Ahmad Dar, N. Anuradha
| Year of publication: |
2020
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|---|---|
| Authors: | Dar, Amir Ahmad ; Anuradha, N. |
| Published in: |
International journal of services, economics and management. - Olney : Inderscience, ISSN 1753-0830, ZDB-ID 2418235-7. - Vol. 11.2020, 1, p. 1-20
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| Subject: | binomial option pricing model | BOPM | Taguchi method | regression model | analysis of mean | ANOM | analysis of variance | Optionspreistheorie | Option pricing theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJSEM.2020.107789 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012256810