A stochastic local volatility technique for TARN options.

Iñigo Arregui Jonatan Ráfales

Published in: Int. J. Comput. Math. (2020)

Keyphrases

stock price
option pricing
stochastic optimization
stock market
stochastic processes
decision trees
garch model
exchange rate
markov processes
stochastic models
database
artificial intelligence
stochastic programming
turning points
stock trading
stock index futures