Improving non-parametric option pricing during the financial crisis.

Dragan Kukolj Nikola Gradojevic Camillo Lento

Published in: CIFEr (2012)

Keyphrases

option pricing
financial crisis
stock price
financial data
black scholes
stock exchange
stock market
early warning
exchange rate
black scholes model
non stationary
historical data
game theory
real option
financial markets
sustainable development
artificial intelligence
news articles
decision support system