Option pricing in incomplete markets.

Qiang Zhang Jiguang Han

Published in: Appl. Math. Lett. (2013)

Keyphrases

option pricing
stock price
black scholes
decision analysis
financial markets
capital budgeting
real option
black scholes model
stock market
multi criteria
computational intelligence
risk analysis
stock exchange
case based reasoning
probability distribution
bayesian networks
artificial intelligence
data mining