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Minimax Option Pricing Meets Black-Scholes in the Limit
Jacob D. Abernethy
Rafael M. Frongillo
Andre Wibisono
Published in:
CoRR (2012)
Keyphrases
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black scholes
option pricing
stock price
decision analysis
capital budgeting
financial markets
fuzzy numbers
real option
stock exchange
black scholes model
life cycle
numerical methods
expert systems
influence diagrams
stock market
non stationary
graphical models
state space