Fast Pricing of European Asian Options with Provable Accuracy: Single-Stock and Basket Options.

Karhan Akcoglu Ming-Yang Kao Shuba V. Raghavan

Published in: ESA (2001)

Keyphrases

option pricing
black scholes model
stock price
double exponential
high accuracy
neural network
computational efficiency
stock market
correlation coefficient
european project
error rate
prediction accuracy
stock trading