Option pricing in illiquid markets: A fractional jump-diffusion approach.

Donatien Hainaut Nikolai Leonenko

Published in: J. Comput. Appl. Math. (2021)

Keyphrases

option pricing
stock price
financial markets
black scholes
decision analysis
capital budgeting
black scholes model
real option
neural network
stock market
artificial intelligence
computational intelligence
text categorization
design process
fault diagnosis
stock exchange