Pricing rainbow option for uncertain financial market.

Rong Gao Xiaoli Wu

Published in: RAIRO Oper. Res. (2022)

Keyphrases

financial markets
option pricing
black scholes
stock price
stock market
black scholes model
decision making
technical indicators
early warning
trading strategies
risk management
non stationary
fractional brownian motion
portfolio theory
stock exchange
decision analysis
information retrieval
artificial intelligence