American Put Option Pricing for Stochastic-Volatility, Jump-Diffusion Models.
Floyd B. HansonGuoqing YanPublished in: ACC (2007)
Keyphrases
- option pricing
- stock price
- diffusion models
- diffusion model
- black scholes
- information diffusion
- stock market
- non stationary
- social networks
- historical data
- financial markets
- exchange rate
- stock exchange
- financial data
- influence maximization
- news articles
- viral marketing
- decision analysis
- markov chain
- black scholes model
- stochastic process
- financial time series
- real option
- intrusion detection
- greedy algorithm
- knowledge discovery
- optimal solution
- search engine
- online social networks