European Option Pricing with Ambiguous Return Rate and Volatility.

Junfei Zhang Shoumei Li

Published in: NL-MUA (2011)

Keyphrases

option pricing
stock price
stock market
black scholes
non stationary
stock exchange
historical data
financial markets
financial time series
capital budgeting
news articles
financial data
exchange rate
decision analysis
black scholes model
neural network