Option Pricing for Weighted Average of Asset Prices.

Masatoshi Miyake Hiroshi Inoue Satoru Takahashi

Published in: Asia Pac. J. Oper. Res. (2011)

Keyphrases

weighted average
option pricing
stock price
decision analysis
black scholes
financial markets
weighted sum
long run
real option
capital budgeting
decision making
co occurrence
decision makers
linear combination
knowledge engineering
historical data