Browsing School of Mathematics, Statistics and Actuarial Sciences by Subject "CRR model, Portfolio, Optimization, Convergence"
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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. ...