Search
Now showing items 1-2 of 2
On (P, Q)-Binomial Extension of Cox-Ross-Rubinstein Model in Skorohod Spaces.
(International Journal of Open Problems in Computer Science & Mathematics, 2023-12-01)
In this paper, we develope a (pq)-binomial extension of the
Cox-Ross-Rubinstein (CRR) model thereby enhancing its ap
plicability in optimizing life insurance portfolios amidst noisy
observations. We utilize mathematical ...
Portfolio optimization for extended (p, q) –binomial cox –ross- rubinstein model
(SSAR Publishers, 2024-03-11)
In this paper, we focus on establishing optimization conditions for the extended
binomial Cox-Ross-Rubinstein (CRR)model, particularly in the context of managing portfolios in life insurance under varying noise conditions. ...