نتایج جستجو برای: binomial methods

تعداد نتایج: 1882185  

2016
Christopher M. Wray Steven R. Bishop

Herd behaviour in financial markets is a recurring phenomenon that exacerbates asset price volatility, and is considered a possible contributor to market fragility. While numerous studies investigate herd behaviour in financial markets, it is often considered without reference to the pricing of financial instruments or other market dynamics. Here, a trader interaction model based upon informati...

Journal: :J. Computational Applied Mathematics 2011
Mingyu Xu

In this paper we study different algorithms for reflected backward stochastic differential equations (BSDE in short) with two continuous barriers based on binomial tree framework. We introduce numerical algorithms by penalization method and reflected method respectively. In the end simulation results are also presented.

Journal: :International Journal of Pure and Apllied Mathematics 2015

2013
B. S. Trivedi M. N. Patel

In this paper, we are concerned with the situations, where sometimes value two is reported erroneously as one in relation to size biased generalized negative binomial distribution (SBGNBD) with probability αα. We have obtained the Maximum likelihood estimator and Bayes estimator under general entropy loss function. A simulated study is carried out to access the performance of the maximum likeli...

Journal: :Multiple sclerosis 2010
C J Morgan I B Aban C R Katholi G R Cutter

The number of new gadolinium-enhancing lesions discovered via magnetic resonance imaging is a well-established outcome for multiple sclerosis studies, especially Phase II Studies. Due to the high cost of magnetic resonance imaging scans, many investigators select participants for the presence of lesions. While this selection procedure is thought to improve the power of inferences, the effect of...

2006
KIYOSHI INOUE

A b s t r a c t . In this paper, we investigate the exact distribution of the waiting time for the r-th t-overlapping occurrence of success-runs of a specified length in a sequence of two state Markov dependent trials. The probability generating functions are derived explicitly, and as asymptotic results, relationships of a negative binomial distribution of order k and an extended Poisson distr...

2007
Peng Gao Ron van der Meyden

Financial derivatives are contracts concerning rights and obligations to engage in future transactions on some underlying financial instrument. A major concern in financial markets is to compute an expected value of such contracts as a basis for trading decisions. The Cox, Ross and Rubinstein (CRR) binomial tree model is a popular discrete approach to such computations, which requires time quad...

2007
Abdou Youssef

Downsampling and upsampling are widely used in image display, compression, and progressive transmission. In this paper we examine new down/upsampling methods using frequency response analysis and experimental evaluation. We consider six classes of filters for down/upsampling: decimation/duplication, bilinear interpolation, least-squares filters, orthogonal wavelets, biorthogonal wavelets, and a...

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