A new approach for pricing American put options.

George Yin Jianwu Wang Qing Zhang

Published in: CDC (2004)

Keyphrases

option pricing
black scholes model
double exponential
black scholes
united states
stock price
financial markets
convertible bonds
distributional assumptions
pricing model
revenue management
database
worst case
multi agent
case study
profit maximization
learning algorithm
information retrieval
neural network