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A computationally efficient numerical approach for multi-asset option pricing.

Leila KhodayariMojtaba Ranjbar
Published in: Int. J. Comput. Math. (2019)
Keyphrases
  • option pricing
  • computationally efficient
  • stock price
  • black scholes
  • decision analysis
  • real option
  • black scholes model
  • capital budgeting
  • sensitivity analysis
  • computational complexity
  • computational intelligence