Pricing vulnerable lookback options using Laplace transforms.

Xinying Wang Ke Zhou

Published in: J. Comput. Appl. Math. (2024)

Keyphrases

option pricing
black scholes model
double exponential
black scholes
neural network
stock price
convertible bonds
pricing model
decision analysis
profit maximization
distributional assumptions
database
mechanism design
decision trees
artificial intelligence
information retrieval
data sets