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Pricing American-style Parisian down-and-out call options.

Nhat-Tan LeDuy-Minh Dang
Published in: Appl. Math. Comput. (2017)
Keyphrases
  • option pricing
  • black scholes model
  • double exponential
  • black scholes
  • united states
  • data sets
  • case study
  • database
  • neural network
  • data mining
  • genetic algorithm
  • multiscale
  • stock price
  • mechanism design