Option Pricing under an Exponential Lévy Model Using Mathematica.

Aslam Aly El-Faïdal Saib Arshad Ahmud Iqbal Peer Muddun Bhuruth

Published in: ICCSA (5) (2013)

Keyphrases

probabilistic model
computational complexity
artificial intelligence
prior knowledge
computational intelligence
belief networks
decision theoretic
option pricing