Search Results - subject:"Binomial Model" - EconBiz

Binomial models for option valuation - examining and improving convergence

Leisen, Dietmar; Reimer, Matthias - In: Applied Mathematical Finance 3 (1996) 4, pp. 319-346

Binomial models, which describe the asset price dynamics of the continuous-time model in the limit, serve for approximate valuation of options, especially where formulas cannot be derived analytically due to properties of the considered option type. To evaluate results, one inevitably must...

Persistent link: https://www.econbiz.de/10009279079

Equipercentile equating via data-imputation techniques

Liou, Michelle; Cheng, Philip - In: Psychometrika 60 (1995) 1, pp. 119-136

Persistent link: https://www.econbiz.de/10005603138

Stock Evolution under Stochastic Volatility: A Discrete Approach

Leisen, Dietmar P.J. - University of Bonn, Germany

follows a separate diffusion process. It gereralizes the well-known binomial model, constructing a discrete two …

Persistent link: https://www.econbiz.de/10004968228

Estimating latent distributions

Mislevy, Robert - In: Psychometrika 49 (1984) 3, pp. 359-381

Persistent link: https://www.econbiz.de/10005184142

Statistical inference for false positive and false negative error rates in mastery testing

Huynh, Huynh - In: Psychometrika 45 (1980) 1, pp. 107-120

Persistent link: https://www.econbiz.de/10005603747

The pricing of options with an uncertain interest rate: A discrete time approach

Sandmann, Klaus - University of Bonn, Germany

Persistent link: https://www.econbiz.de/10005028431

A service of the