European Option Pricing by Using the Support Vector Regression Approach.
Panayiotis Ch. AndreouChris CharalambousSpiros H. MartzoukosPublished in: ICANN (1) (2009)
Keyphrases
- support vector regression
- option pricing
- stock price
- black scholes
- decision analysis
- support vector machine svm
- support vector
- kernel function
- support vector machine
- regression model
- support vector classification
- hybrid model
- black scholes model
- influence diagrams
- real option
- multi criteria
- neural network
- non stationary
- decision trees
- machine learning