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Pricing of Some Exotic Options with NIG-Lévy Input.

Sebastian RasmusSøren AsmussenMagnus Wiktorsson
Published in: International Conference on Computational Science (2004)
Keyphrases
  • option pricing
  • input data
  • double exponential
  • neural network
  • black scholes model
  • decision making
  • databases
  • computer vision
  • revenue management