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Calibration of European option pricing model in uncertain environment: Valuation of uncertainty implied volatility.
Jinwu Gao
Ruru Jia
Idin Noorani
Farshid Mehrdoust
Published in:
J. Comput. Appl. Math. (2024)
Keyphrases
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multi objective
sensitivity analysis
prior knowledge
long term
domain knowledge
text mining
non stationary
autoregressive
decision model
stochastic model
option pricing