Pricing American Options under Azzalini Ito-McKean Skew Brownian Motions.
Sultan HussainHifsa ArifMuhammad NoorullahAthanasios A. PantelousPublished in: Appl. Math. Comput. (2023)
Keyphrases
- option pricing
- black scholes model
- double exponential
- video sequences
- moving objects
- image sequences
- united states
- human motion
- random fields
- fractal dimension
- stochastic processes
- decision analysis
- transaction costs
- dynamic scenes
- optical flow
- pricing model
- fractional brownian motion
- motion recognition
- multibody
- probability distribution
- motion model
- body motions
- heavy traffic
- real option
- mechanism design
- financial markets
- multi view