Fast binomial procedures for pricing Parisian/ParAsian options.

Marcellino Gaudenzi Antonino Zanette

Published in: Comput. Manag. Sci. (2017)

Keyphrases

option pricing
black scholes model
double exponential
learning automata
database
search strategies
payoff functions
distributional assumptions
pricing model
real option
artificial neural networks
similarity measure
website
information systems
search engine
genetic algorithm
information retrieval