Login / Signup

Lookback Option Pricing Problems of Uncertain Mean-Reverting Stock Model.

Zhaopeng Liu
Published in: J. Adv. Comput. Intell. Intell. Informatics (2021)
Keyphrases
  • probability distribution
  • objective function
  • prior knowledge
  • long term
  • text classification
  • sensitivity analysis
  • stock price
  • decision model