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A generalization of the Hull and White formula with applications to option pricing approximation.
Elisa Alòs
Published in:
Finance Stochastics (2006)
Keyphrases
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option pricing
black scholes
black scholes model
stock price
decision analysis
fuzzy numbers
real option
capital budgeting
stock exchange
neural network
numerical methods
artificial intelligence
decision making
bayesian networks
evolutionary algorithm
graphical models