Approximation for Option Prices under Uncertain Volatility.
Jean-Pierre FouqueBin RenPublished in: SIAM J. Financial Math. (2014)
Keyphrases
- multi agent systems
- stock price
- option pricing
- error bounds
- payoff functions
- financial markets
- approximation methods
- neural network
- uncertain information
- approximation error
- incomplete information
- stock market
- technical indicators
- approximation algorithms
- long run
- exchange rate
- relative error
- dynamic pricing
- market data
- decision making