Option prices under stochastic volatility.

Jiguang Han Ming Gao Qiang Zhang Yutian Li

Published in: Appl. Math. Lett. (2013)

Keyphrases

stock price
stochastic optimization
option pricing
monte carlo
stock market
monetary policy
payoff functions
long run
exchange rate
financial markets
market data
financial crisis
stochastic model
learning automata
reinforcement learning
market prices
long term