Login / Signup

Robust option pricing: Hannan and Blackwell meet Black and Scholes.

Peter M. DeMarzoIlan KremerYishay Mansour
Published in: J. Econ. Theory (2016)
Keyphrases
  • option pricing
  • stock price
  • evolutionary algorithm
  • black scholes
  • black scholes model
  • neural network
  • knowledge discovery
  • capital budgeting