Valuation of European option under uncertain volatility model.

Sabahat Hassanzadeh Farshid Mehrdoust

Published in: Soft Comput. (2018)

Keyphrases

computational model
probabilistic model
high level
probability distribution
management system
mathematical model
statistical model
database
machine learning
social networks
objective function
theoretical analysis
process model
conceptual model
hybrid model
autoregressive