Browsing Theses and Dissertations by Author "2d9a6ffc-c33c-47df-8147-8cf1e1a9dc22"
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Hybrid Garch(1,1) European Option Pricing Model With Ensemble Empirical Mode Decomposition
Njoroge, Isaac Mwaura (University of Nairobi, 2020)espite the option pricing importance in risk management and selection of portfolios, it is challenging to accurately price options due to unpredictable feature of asset prices. There are numerous risks in the nancial ...