American option pricing under two stochastic volatility processes.
Carl ChiarellaJonathan ZiveyiPublished in: Appl. Math. Comput. (2013)
Keyphrases
- option pricing
- stock price
- black scholes
- stock market
- financial markets
- stochastic processes
- non stationary
- historical data
- decision analysis
- black scholes model
- exchange rate
- stochastic process
- stock exchange
- capital budgeting
- news articles
- financial data
- financial time series
- sensitivity analysis
- computational intelligence
- probability distribution