The Bermudan option allows the contract holders to make and buy a hybrid between American European options. can be executed at certain times until due of contract. purpose this research is determine price using binomial method, then compare method result n steps with market price. In determining stock prices each point, there will two branches method: up down branches. These represent movement ...

We present an algorithm and its software implementation that computes implied volatilities for exchangetraded stock options. The LR (Leisen-Reimer) binomial tree is used for the underlying option pricing, which is adjusted for dollar cash dividends. The Brent’s method is used as the root-finding procedure. The option pricing procedure that is at the core of the root-finding is optimised to maxi...

Abstract In recent years a number of authors pointed out significant stability and convergence problems while using Cox-Ross-Rubinstein binomial method to price and hedge barrier options. Different modifications were suggested to improve the convergence and stability of the binomial method. However, as this article shows, lattice approach in general has limited stability factor when applied to ...

In this paper, we propose a new method for the binomial adaptive compression of binary sequences finite length without loss information. The advantage proposed compared with previously developed by authors is an increase in rate. This speed accompanied appearance quality—noise immunity compression. novelty method, which makes it possible to achieve these positive results, manifested adaptation ...

BACKGROUND The beta-binomial model is one of the methods that can be used to validly combine event rates from overdispersed binomial data. Our objective is to provide a full description of this method and to update and broaden its applications in clinical and public health research. METHODS We describe the statistical theories behind the beta-binomial model and the associated estimation metho...

BACKGROUND It is usually preferable to model and estimate prevalence ratios instead of odds ratios in cross-sectional studies when diseases or injuries are not rare. Problems with existing methods of modeling prevalence ratios include lack of convergence, overestimated standard errors, and extrapolation of simple univariate formulas to multivariable models. We compare two of the newer methods u...

In clinical trial data analysis, one of the most commonly used method for the analysis of categorical data is the Binomial proportion and their confidence intervals. If the variable of interest is a dichotomous categorical one, i.e. a variable with two levels (e.g. Subjects with serious AEs/Subjects without any serious AEs) then Binomial proportions (or percentages) and their CIs (or %CIs) can ...

Problem statement: The modeling of claims count is one of the most important topics in actuarial theory and practice. Many attempts were implemented in expanding the classes of mixed and compound distributions, especially in the distribution of exponential family, resulting in a better fit on count data. In some cases, it is proven that mixed distributions, in particular mixed Poisson and mixed...