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Monte Carlo simulation of SSE 50ETF with trend timing strategy based on BSM option pricing.

Xiaoping RenZiqiang WangHongyu An
Published in: ICCMB (2022)
Keyphrases
  • monte carlo simulation
  • option pricing
  • monte carlo
  • markov chain
  • black scholes
  • stock price
  • decision analysis
  • data mining
  • real option
  • neural network
  • reinforcement learning
  • black scholes model