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A note on stochastic polynomial chaos expansions for uncertain volatility and Asian option pricing.
Yu-Tuan Lin
Y.-T. Shih
C.-S. Chien
Q. Sheng
Published in:
Appl. Math. Comput. (2021)
Keyphrases
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option pricing
stock price
stock market
black scholes
non stationary
stock exchange
financial markets
historical data
capital budgeting
news articles
exchange rate
decision analysis
financial data
decision making
black scholes model
neural network
stochastic processes
financial time series
rough sets