An Agent-Based Approach to Option Pricing Anomalies.

Kyoko Suzuki Tetsuya Shimokawa Tadanobu Misawa

Published in: IEEE Trans. Evol. Comput. (2009)

Keyphrases

option pricing
black scholes
stock price
anomaly detection
decision analysis
capital budgeting
intrusion detection
decision makers
real option
black scholes model
decision making
bayesian networks
fuzzy logic
short term
historical data
stock exchange