Employing negative binomial regression and the Hurdle model, this study conducts an in-depth analysis ... To address this, HDHPs should introduce lower or zero-deductible options for such examinations ...

Importantly, changes in options prices drive changes in IV, not the other way around. Most trading platforms provide IV% values and expected move calculations based on this model. The binomial model ...

wutwhanfoto/Getty Images Developed in the 1970s, the binomial option pricing model is a deceptively simple approach to a notoriously complex problem. How do you value options, the derivatives that ...

Peizer-Pratt cumulative distribution function for calculating up & down probabilities in the Leisen-Reimer binomial-tree American option pricer, a Heston stochastic volatility model helper function ...

Investopedia / Mira Norian The binomial option pricing model uses an iterative procedure, allowing for the specification of nodes, or points in time, between the valuation date and the option's ...

We make use of parabolic type fuzzy numbers to discuss the fuzzy binomial option pricing model with uncertainty of both randomness and fuzziness, and derive expression for the fuzzy risk neutral ...

This paper presents a methodology for evaluating public investments in railway infrastructure based on the theory of real options, using the binomial model combined with dynamic programming procedures ...

The Black-Scholes formula can be derived from the Black-Scholes equation and often “C” is used to denote the final value of the option at expiry. Is the Black-Scholes Model Better than the Binomial ...

The binomial pricing model is a long standing and widely used method for computing theoretical option prices. Local volatility was initially developed as a refinement to the binomial model. Today, ...