Studies on European call option of binomial option pricing model using Taguchi's L27 orthogonal array

Dar, Amir Ahmad; Anuradha, N.

doi:10.1504/ijie.2020.104663

Cited by 3 publications

(2 citation statements)

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“…"The management of accounts receivables, inventory and accounts payable has a tremendous impact on cash flows; and, in turn, affects the profitability of a firm" [7,8,9,10]. "Thus, the cash conversion cycle of individual firms highlights how firms are performing; and, helps management dig out areas for further improvement" [11].…”

Section: Original Research Articlementioning

confidence: 99%

Effect of Cash Conversion Cycle on Firm Performance of Quoted Manufacturing Firms in Nigeria

Chude

CHUDE

2022

JEMT

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This study examines the effect of the cash conversion cycle (CCC) on the firm performance of quoted manufacturing firms in Nigeria. The study adopted the ex-post facto research design. The sample comprised twenty-one quoted manufacturing companies on the Nigerian Stock Exchange selected using the purposive sampling technique. The study relied on secondary data which was analysed using multiple regression techniques. The results showed that CCC had a negative non-significant effect on return on assets (ROA) and return on equity (ROE). Additionally, Generalised Least Squares were used to test for individual components of the CCC effect on ROA and ROE. The study recommends that managers pay crucial attention to the working capital components and the utilisation of technological breakthroughs, such as the Advanced Manufacturing Techniques as it affects the value of the firm.

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Section: Original Research Articlementioning

confidence: 99%

Effect of Cash Conversion Cycle on Firm Performance of Quoted Manufacturing Firms in Nigeria

Chude

CHUDE

2022

JEMT

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“…We firstly define the basic definitions of the option pricing based on the textbook, [8,9,10,11]. Definition 2.1 We define the European call and put option pricing models.…”

Section: Description Of Crr Modelmentioning

confidence: 99%

Numerical Approaches of Pricing European Options in the Cox-Ross-Rubinstein Models

Phan¹,

Kim²

2022

ujam

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The Cox-Ross-Rubinstein (CRR) market model is one of the simplest and easiest ways to analyze the option pricing model. CRR has been employed to evaluate a European Option Pricing (call options) model without complex elements, including dividends, stocks, and stock indexes. Instead, it considers only a continuous dividend yield, futures, and currency options. The CRR model is simple but strong enough to describe the general economic intuition behind option pricing and its principal techniques. Also, it gives us basic ideas on how to develop financial products based on current deviations and volatilities. The paper investigates the CRR model using numerical approaches with python code. It provides a practical event using the mathematical model to demonstrate the application of the model in the financial market. First, the paper provides a simple example to figure out the basic concept of the model. Only a two-period binomial model based on the introductory definitions of the call options makes us understand the concept more easily and quickly. Next, we used actual data on Tesla stock fluctuations from the Nasdaq website (See section 3). We developed the python code to make it easier to understand figures, including tables and graphs. The code allows us to visualize and simplify the model and output data. The code analyzes the stock data to evaluate the probability of the stock's price increasing or decreasing. Then, it used the CRR model to estimate all possible cases for the stock's prices and investigate the call and put option pricing. The code was based on the introductory code of binomial option pricing, but we improved it to get more information and provide more detailed results from the data. The detailed codes are provided in section 3 of the paper. As a result, we believe the CRR model is a fundamental formula, but the improved python code can suggest a new direction for evaluating the probability and investigating the value of the stocks. Also, we expect to develop the code to extend the Black Scholes Pricing model, increasing the number of periods.

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Leveraging Artificial Intelligence to Combat Human Trafficking

Kaur,

Shruti,

Dar

2025

Advances in Electronic Government, Digital Divide, and Regional Development

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Human trafficking, a heinous crime exploiting individuals for forced labor, sexual servitude, or organ harvesting, plagues millions globally. Eradicating this global scourge demands a multifaceted approach. Artificial Intelligence (AI) emerges as a powerful weapon in this fight. This paper explores how AI can be leveraged to identify victims, disrupt trafficking networks, and aid in investigations. We delve into applications of AI in data analysis, victim identification, financial tracking, communication support, and explore its potential for proactive intervention. The paper acknowledges the ethical considerations surrounding AI use and emphasizes the need for human oversight and collaboration.

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Studies on European call option of binomial option pricing model using Taguchi's L27 orthogonal array

Cited by 3 publications

References 0 publications

Effect of Cash Conversion Cycle on Firm Performance of Quoted Manufacturing Firms in Nigeria

Effect of Cash Conversion Cycle on Firm Performance of Quoted Manufacturing Firms in Nigeria

Numerical Approaches of Pricing European Options in the Cox-Ross-Rubinstein Models

Leveraging Artificial Intelligence to Combat Human Trafficking

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