Lookback options pricing for uncertain financial market.
Zhiqiang ZhangHua KeWeiqi LiuPublished in: Soft Comput. (2019)
Keyphrases
- financial markets
- option pricing
- black scholes
- stock price
- black scholes model
- stock market
- technical indicators
- decision making
- risk management
- early warning
- fractional brownian motion
- decision analysis
- stock exchange
- exchange rate
- numerical methods
- data mining
- non stationary
- data analysis
- real option
- portfolio theory
- databases