Option Pricing under Two-Factor Stochastic Volatility Jump-Diffusion Model.
Guohe DengPublished in: Complex. (2020)
Keyphrases
- option pricing
- diffusion model
- stock price
- stock market
- black scholes
- anisotropic diffusion
- stock exchange
- non stationary
- historical data
- information diffusion
- exchange rate
- diffusion tensor
- diffusion process
- financial markets
- decision analysis
- news articles
- financial data
- financial time series
- stochastic model
- markov chain
- black scholes model
- data mining
- stochastic process
- edge detection
- denoising