Login / Signup

Option Pricing and Executive Stock Option Incentives: an Empirical Investigation under General Error Distribution Stochastic volatility Model.

Min PanShengqiao Tang
Published in: Asia Pac. J. Oper. Res. (2011)
Keyphrases
  • option pricing
  • stock price
  • probabilistic model
  • neural network
  • probability distribution
  • stock market
  • stochastic model
  • artificial intelligence
  • expert systems
  • knowledge discovery
  • non stationary
  • life cycle