Generalized ant programming in option pricing: determining implied volatilities based on American put options.
Christian KeberMatthias G. SchusterPublished in: CIFEr (2003)
Keyphrases
- option pricing
- stock price
- black scholes
- stock exchange
- stock market
- decision analysis
- non stationary
- capital budgeting
- historical data
- black scholes model
- news articles
- financial markets
- financial data
- exchange rate
- financial time series
- real option
- long term
- reinforcement learning
- knowledge discovery
- evolutionary algorithm
- optimal solution