The Effects of Different Volatility and Management Fee Dynamics on High Water Mark Option Pricing.
Jiuhong TangStephen S.-T. YauPublished in: CDC (2006)
Keyphrases
- option pricing
- stock price
- stock market
- black scholes
- water resources
- management system
- stock exchange
- historical data
- dynamical systems
- knowledge management
- exchange rate
- financial markets
- financial data
- decision making
- capital budgeting
- decision analysis
- financial time series
- real option
- attitudes toward
- attribute values
- neural network
- black scholes model