Login / Signup

Option pricing under multifactor Black-Scholes model using orthogonal spline wavelets.

Dana CernáKaterina Finková
Published in: Math. Comput. Simul. (2024)
Keyphrases
  • black scholes model
  • spline wavelet
  • option pricing
  • stock price
  • decision analysis
  • black scholes
  • real option
  • long term
  • multi objective
  • data mining
  • decision making
  • knowledge discovery
  • stock market