Search Results - subject:"binomial Model"

Los siniestros en el seguro del automóvil: un análisis econométrico aplicado/The accidents in the automobile insurance: an applied econometric analysis

MELGAR HIRALDO, M.C.; GUERRERO CASAS, F.M. - In: Estudios de Economía Aplicada 23 (2005) Abril, pp. 355-375

binomial model. So we can make a distinction between the null observations from drivers that do not declare any accidents and …

Persistent link: https://www.econbiz.de/10005690299

Valuation of Standard Options under the Constant Elasticity of Variance Model

Lu, Richard; Hsu, Yi-Hwa - In: International Journal of Business and Economics 4 (2005) 2, pp. 157-165

A binomial model is developed to value options when the underlying process follows the constant elasticity of variance …

Persistent link: https://www.econbiz.de/10010598991

How precise are price distributions predicted by implied binomial trees?

Härdle, Wolfgang; Zheng, Jun - 2002

Persistent link: https://www.econbiz.de/10001653655

Shortfall risk minimization under model uncertainty in the binomial case: adaptive and robust approaches

Favero, Gino - In: Computational Statistics 53 (2001) 3, pp. 493-503

We consider the problem of minimizing the shortfall risk when the aim is to hedge a contingent claim in a binomial market model and the initial capital is insufficient for a perfect hedge. This problem has been solved under complete information on the underlying model in [3]. We present two...

Persistent link: https://www.econbiz.de/10010847791

Shortfall risk minimization under model uncertainty in the binomial case: adaptive and robust approaches

Favero, Gino - In: Mathematical Methods of Operations Research 53 (2001) 3, pp. 493-503

Persistent link: https://www.econbiz.de/10010999809

Measuring and modeling the (limited) consistency of free choice attitude questions

LAURENT, Gilles; RUNGIE, Cam; DALL'OLMO RILEY, Francesca; … - HEC Paris (École des Hautes Études Commerciales) - 2001

On average, respondents who give a positive answer to a binary free choice attitude question are NOT more likely, if surveyed again, to respond positively than to response negatively. However, stronger brands obtain more repeated positive answers. Our model shows why these two effects have to...

Persistent link: https://www.econbiz.de/10005011540