Uniform Bounds for Black-Scholes Implied Volatility.
Michael TehranchiPublished in: SIAM J. Financial Math. (2016)
Keyphrases
- black scholes
- financial markets
- option pricing
- stock price
- stock exchange
- stock market
- exchange rate
- fuzzy numbers
- lower bound
- risk management
- non stationary
- historical data
- numerical methods
- news articles
- decision problems
- financial data
- financial time series
- expert systems
- fuzzy sets
- long term
- decision analysis
- control system
- image segmentation