American Options Under Stochastic Volatility.

Arun Chockalingam Kumar Muthuraman

Published in: Oper. Res. (2011)

Keyphrases

stock price
option pricing
data sets
united states
stock market
stochastic optimization
databases
neural network
stochastic nature
stochastic model
stochastic models
stock index futures
stochastic approximation
stochastic programming
markov processes
stochastic process
stochastic processes
long term
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