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Computation of powered option prices under a general model for underlying asset dynamics.

Jerim KimBara KimJeongsim KimSungji Lee
Published in: J. Comput. Appl. Math. (2022)
Keyphrases
  • dynamic model
  • dynamical systems
  • neural network
  • data mining
  • multi agent
  • control system
  • financial markets
  • parallel computation
  • option pricing
  • market data