Quanto European Option Pricing With Ambiguous Return Rates and Volatilities.

Junfei Zhang Shoumei Li

Published in: IEEE Trans. Fuzzy Syst. (2017)

Keyphrases

option pricing
stock price
stock market
black scholes
non stationary
historical data
stock exchange
financial markets
decision analysis
financial time series
black scholes model
capital budgeting
news articles
exchange rate
real option
theoretical framework
expert systems
neural network