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Pricing discrete Asian barrier options on lattices.
William W. Y. Hsu
Cheng-Yu Lu
Ming-Yang Kao
Yuh-Dauh Lyuu
Jan-Ming Ho
Published in:
CIFEr (2012)
Keyphrases
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option pricing
black scholes model
double exponential
hong kong
decision making
discrete geometry
database
finite number
pricing model
continuous data
financial markets
stock price
rough sets
expert systems
objective function
website
neural network
data sets
real time