Valuation of barrier and lookback options under hybrid CEV and stochastic volatility.

Jiling Cao Jeong-Hoon Kim Xi Li Wenjun Zhang

Published in: Math. Comput. Simul. (2023)

Keyphrases

stock price
option pricing
databases
stochastic models
search engine
garch model
monte carlo
genetic algorithm
real option
stochastic model
information retrieval
stock index futures
stock trading
data sets
stochastic optimization
stochastic process
exchange rate
probabilistic model
long term
multiscale
decision making