Browsing by Subject "(P,Q )-Binomial Extension"
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On (P,Q )-Binomial Extension of Cox-Ross-Rubinstein Model for Optimization of Portfolio with Noisy Observations in Life Insurance
(JOOUST, 2024)In the realm of dynamic life insurance portfolio management, enhanc- ing the Cox-Ross-Rubinstein (CRR) model becomes imperative amid the challenges presented by noisy observations. This quest arises from a nu- ...