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Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market.

Farshid MehrdoustIdin NooraniJuho Kanniainen
Published in: Math. Comput. Simul. (2024)
Keyphrases
  • crude oil
  • markov model
  • mathematical model
  • analytical model
  • machine learning
  • genetic algorithm
  • learning algorithm
  • reinforcement learning
  • forecasting model
  • online markets