Generalized Jacobi reproducing Kernel method in Hilbert Spaces for solving the Black-Scholes option Pricing Problem arising in Financial modelling.
Mohammadreza ForoutanAli EbadianHadi Rahmani FazliPublished in: Math. Model. Anal. (2018)
Keyphrases
- option pricing
- black scholes
- kernel methods
- stock price
- financial markets
- stock exchange
- stock market
- decision analysis
- kernel function
- financial data
- real option
- support vector machine
- non stationary
- black scholes model
- hilbert space
- reproducing kernel hilbert space
- support vector
- decision making
- machine learning
- numerical methods
- fuzzy numbers
- historical data
- exchange rate
- influence diagrams
- feature space
- neural network