Binomial Model
Convergence of the multi-step binomial model in the binomial market model to the Black-Scholes Financial model
... multi-step binomial model binomial market model to the Black-Scholes Financial ...step binomial model converges in distribution to the celebrated Black-Scholes formula for a ...
19
New, Binomial Model of Atom, Trajectories and Schemes of Energy of Splitting Levels of Atom
... nuclear model of atom and wavy trajectories located along a horizontal ...offered model of the movement of electrons is based on geometrical interpretation of the principle of Pauli and Periodic Table of ...
13
A Modified Epidemic Chain Binomial Model
... chain binomial model of Becker, so the estimation procedure for the proposed model is also complicated as compared to the existing epidemic chain binomial ...
6
Pricing Call Warrant by Using Binomial Model and Historical Volatility
... This paper is focusing on pricing call warrant listed in Bursa Malaysia that randomly selected from UiTM’sdatastream. We have chosen the Binomial model as the method of pricing because the price movement of ...
5
Performance Measure of Binomial Model for Pricing American and European Options
... that binomial model agrees with Black-Scholes values for a European ...Also binomial model and finite difference methods perform better when pricing American ...that binomial ...
13
A chain binomial model with immigration
... We now consider the problem of determining the joint probability distribution of the duration time and total infected count in a chain binomial model. In Subsection 1.2.1 we use an example to show that ...
128
On the Markov Chain Binomial Model
... Rudolfer [1,2] used the “Brassica” data of Skellam [7] to illustrate the model and parameter estimation. Using this data and the method of moments with result (5) of the corrected Lemma 4, the obtained estimate p ...
5
Pooling overdispersed binomial data to estimate event rate
... beta-binomial model to combine binomial event rates across multiple studies in an article titled "An application of the beta-binomial model to combine and monitor medical event ...
12
An Assessment of the Option to Reduce the Investment in a Project by the Binomial Pricing Model
... In summary, this paper aims to answer the following research question: in unstable environments, do the companies have any tools to assess the strategic value of reducing their productive capacity? To do this, we derive ...
10
Robustness of zero augmented models over generalized linear models in analysing fertility data in Nigeria
... negative binomial model ...negative binomial distribution assume possibilities of having zero counts but data may consist of large number of zero responses which vio- late the distributional ...
7
Emergence of Independent Candidates: A Negative Binomial Regression Model of an Indian Parliamentary Election
... a model that attempts to explain the emergence of smaller parties and independent candidates in gubernatorial ...Negative Binomial model to account for the count data properties of the number of such ...
31
Statistical Modeling of Malaria Incidences in Apac District, Uganda
... to model malaria incidences with respect to climate variables for the period 2007 to 2016 in Apac ...negative binomial regression models were employed to analyze the ...Negative binomial model ...
19
Valuation of Barrier Options with the Binomial Pricing Model
... the binomial model, introduced by Cox, Ross and Rubinstein (1973) to value financial ...discrete-time model based on the binomial tree, with different possible ...
11
Hurdle negative binomial regression model with right censored count data
... negative binomial regression model can be used to fit right censored ...proposed model is suitable to solve the excess zeros problem in the response variable when the data are censored from the right ...
14
Texture Modeling using MRF and Parameters Estimation
... considered binomial model, where the field parameters control the strength and direction of the clustering in the ...considered binomial model, where each point in the texture has a ...
5
Associated factor of mortality rate amongst patients with aids and hiv tb co infections using zero inflated negative binomial method
... Negative Binomial mortality and Zero Inflated Negative Binomial Mortality (ZINBM) which is ...the model providing the closest fit between the observed and predicted ...superior model, than the ...
53
Study of depression influencing factors with zero-inflated regression models in a large-scale population survey
... negative binomial distribution. The zero-inflated negative binomial (ZINB) model had the largest log likelihood and smallest AIC and BIC, suggesting best goodness of ...ZINB model fitted the ...
6
TREND ANALYSIS OF TUBERCULOSIS CASES AND THE EFFECT OF HIV CASES ON TUBERCULOSIS CASES IN SOME WEST AFRICAN COUNTRIES USING PANEL POISSON AND NEGATIVE BINOMIAL REGRESSION MODELS
... Negative binomial panel regression model with fixed effects also show that there is a positive trend in TB cases in West African countries (Time = ...
32
Simulation of Forecasting Performance Comparison of a Hybrid Model Integrated By Binomial Smoothing and Bayesian Model Averaging Techniques
... JPSN-AR model is proposed based on binomial smoothing (BS) and Bayesian model averaging ...hybrid model was achieved through the combination of the Jordan pi-sigma neural (JPSN) network ...
13
Count data regression modeling: an application to spontaneous abortion
... either model could have been used to predict the number of SA. The ZHNB model may be preferred over ZINB since it is easier to interpret the results; however, for the phenomenon under study, ZINB is ...
9