Pricing of American Contingent Claims with Jump Stock Price and Constrained Portfolios.
Rainer BuckdahnYing HuPublished in: Math. Oper. Res. (1998)
Keyphrases
- stock price
- financial markets
- option pricing
- portfolio selection
- portfolio optimization
- stock price prediction
- stock market
- investment strategies
- stock exchange
- pricing model
- non stationary
- historical data
- technical indicators
- news articles
- transaction costs
- dow jones
- financial data
- exchange rate
- financial time series
- tft lcd
- stock market data
- trading systems
- chinese stock market
- data mining
- stock data
- dynamic pricing
- decision makers
- neural network