Semi-analytic valuation of stock loans with finite maturity.

Xiaoping Lu Endah R. M. Putri

Published in: Commun. Nonlinear Sci. Numer. Simul. (2015)

Keyphrases

stock market
stock price
finite number
stock trading
credit scoring
unit length
database
portfolio optimization
genetic algorithm
non stationary
historical data
support vector machine
long term
expert systems
multiscale
maturity model
neural network