A fractional Black-Scholes model with stochastic volatility and European option pricing.
Xin-Jiang HeSha LinPublished in: Expert Syst. Appl. (2021)
Keyphrases
- option pricing
- stock price
- black scholes model
- black scholes
- stock market
- stock exchange
- exchange rate
- historical data
- non stationary
- financial markets
- financial time series
- news articles
- decision analysis
- artificial intelligence
- financial data
- stochastic model
- real option
- decision support system
- stochastic process
- decision making