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Fuzzy Option Pricing for Jump Diffusion Model using Neuro Volatility Models.

Md. Erfanul HoqueSulalitha BowalaAlex PasekaAerambamoorthy ThavaneswaranRuppa K. Thulasiram
Published in: COMPSAC (2023)
Keyphrases
  • diffusion model
  • diffusion models
  • option pricing
  • stock price
  • neural network
  • fuzzy sets
  • image processing
  • artificial neural networks
  • anisotropic diffusion
  • long term
  • social media
  • markov chain