Pricing by hedging and no-arbitrage beyond semimartingales.
Christian BenderTommi SottinenEsko ValkeilaPublished in: Finance Stochastics (2008)
Keyphrases
- financial markets
- stock price
- option pricing
- convertible bonds
- stock market
- black scholes
- portfolio selection
- pricing model
- exchange rate
- financial crisis
- non stationary
- risk management
- neural network
- black scholes model
- data mining
- data sets
- news articles
- resource allocation
- short term
- long term
- financial data
- evolutionary algorithm
- information systems
- social networks
- search engine
- machine learning