Option pricing under jump-diffusion models with mean-reverting bivariate jumps.
Daniel Wei-Chung MiaoXenos Chang-Shuo LinWan-Ling ChaoPublished in: Oper. Res. Lett. (2014)
Keyphrases
- option pricing
- diffusion models
- markov chain
- diffusion model
- information diffusion
- black scholes
- social networks
- decision analysis
- stock price
- influence maximization
- real option
- black scholes model
- viral marketing
- decision making
- search engine
- data mining
- decision theory
- influence diagrams
- community detection
- life cycle
- edge detection
- social media
- image processing