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Path-Dependent Interest Rate Option Pricing with Jumps and Stochastic Intensities.

Allan Jonathan da SilvaJack BaczynskiJoão Felipe da Silva Bragança
Published in: ICCS (5) (2019)
Keyphrases
  • option pricing
  • black scholes
  • stock price
  • decision analysis
  • capital budgeting
  • black scholes model
  • markov chain
  • decision making
  • real option
  • neural network