Valuation of power option for uncertain financial market.

Zhiqiang Zhang Weiqi Liu Yuhong Sheng

Published in: Appl. Math. Comput. (2016)

Keyphrases

financial markets
stock price
real option
option pricing
stock market
technical indicators
decision making
fractional brownian motion
risk management
trading strategies
artificial intelligence
early warning
decision makers
long term
machine learning
trading systems
management system
portfolio theory