Search results for "binomial model"
showing 4 items of 4 documents
A comparison between nine laboratories performing triangle tests
2012
WOS: 000299451400001; International audience; Fifteen groups of participants in nine laboratories performed triangle tests with two pairs of soft drinks. Groups differed in practice level with triangle tests: eight groups of 60 consumers who were not used to triangle test, three groups of qualified assessors who have already performed a few triangle tests, and four groups of trained assessors with a more extensive practice of triangle tests; qualified and trained groups included 9 or 18 assessors. The soft drinks were made from syrups at two levels of dilution in order to achieve about 55% of correct responses to test for difference and about 40% of correct responses to test for similarity.…
The Random-Time Binomial Model
1999
In this paper we study Binomial Models with random time steps. We explain, how calculating values for European and American Call and Put options is straightforward for the Random-Time Binomial Model. We present the conditions to ensure weak-convergence to the Black-Scholes setup and convergence of the values for European and American put options. Differently to the CRR-model the convergence behaviour is extremely smooth in our model. By using extrapolation we therefore achieve order of convergence two. This way it is an efficient tool for pricing purposes in the Black-Scholes setup, since the CRR model and its extrapolations typically achieve order one. Moreover our model allows in a straig…
LA "SOFFERENZA FORMATIVA": UN'ANALISI PER COORTE DI IMMATRICOLATI
2007
La riforma universitaria entrata in vigore nell’a.a. 2001/02 ha portato sostanziali cambiamenti nel sistema accademico. Tra questi, l’introduzione dei crediti formativi ha avuto l’obiettivo di riformulare il criterio di valutazione della performance dello studente con l’auspicio, anche, della riduzione dei tempi impiegati per conseguire il titolo. Dopo circa sei anni ci si comincia ad interrogare sull’impatto che tale riforma ha avuto e a valutarne l’efficacia. Gli aspetti da dover tenere in considerazione sono molteplici e il presente lavoro ha voluto focalizzare l’attenzione sulla performance universitaria degli studenti e le sue determinanti. Prendendo in considerazione la coorte di imma…