Option Pricing for Pure Jump Processes with Markov Switching Compensators.

Robert J. Elliott Carlton-James U. Osakwe

Published in: Finance Stochastics (2006)

Keyphrases

option pricing
markov chain
stock price
capital budgeting
black scholes
decision analysis
artificial intelligence
real option
black scholes model
neural network
expert systems
evolutionary algorithm
multi objective
multi criteria