Agent-Based Approach to Option Pricing Anomalies.

Kyoko Suzuki Tetsuya Shimokawa Tadanobu Misawa

Published in: IEEE Trans. Evol. Comput. (2009)

Keyphrases

option pricing
black scholes
multi agent systems
stock price
multi agent
anomaly detection
decision analysis
decision making
capital budgeting
domain knowledge
decision theoretic
black scholes model
intrusion detection
historical data
real option