The pricing of options for securities markets with delayed response.

Yuriy Kazmerchuk Anatoliy Swishchuk Jianhong Wu

Published in: Math. Comput. Simul. (2007)

Keyphrases

financial markets
option pricing
black scholes model
stock market
portfolio selection
stock price
double exponential
trading strategies
risk management
mechanism design
data sets
neural network
non stationary