Studies on European call option of binomial option pricing model using Taguchi's L27 orthogonal array
Amir Ahmad Dar, N. Anuradha
| Year of publication: |
2020
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|---|---|
| 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
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| Subject: | binomial model | Taguchi's method | analysis of mean | ANOM | analysis of variance | ANOVA | option | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Varianzanalyse | Analysis of variance | Optionsgeschäft | Option trading |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJIE.2020.104663 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012177415