Numerical Identification of Time-Dependent Volatility in European Options with Two-Stage Regime-Switching.

Slavi G. Georgiev Lubin G. Vulkov

Published in: HPC (2019)

Keyphrases

sensitivity analysis
automatic identification
stock price
european project
data sets
stock market
stock trading
neural network
information retrieval
artificial neural networks
travel time
numerical methods
numerical analysis
financial time series
option pricing