Double-sided Parisian option pricing.

Jasper H. M. Anderluh Johannes A. M. van der Weide

Published in: Finance Stochastics (2009)

Keyphrases

option pricing
stock price
black scholes
decision analysis
black scholes model
capital budgeting
real option
data mining
expert systems
artificial intelligence
multi dimensional
evolutionary algorithm
long term
domain knowledge
information extraction