On valuing and hedging European options when volatility is estimated directly.

Ray Popovic David Goldsman

Published in: Eur. J. Oper. Res. (2012)

Keyphrases

option pricing
stock price
financial markets
exchange rate
databases
stock exchange
non stationary
stock market
payoff functions
portfolio selection
decision analysis
long term
evolutionary algorithm
decision trees
decision making
information systems
machine learning
real world
neural network