Financial Option Pricing on APU.
Matthew DoerksenSteven SolomonParimala ThulasiramanRuppa K. ThulasiramPublished in: IC3 (2012)
Keyphrases
- option pricing
- stock price
- stock market
- black scholes
- financial markets
- real option
- financial data
- stock exchange
- decision analysis
- black scholes model
- historical data
- news articles
- non stationary
- decision making
- exchange rate
- capital budgeting
- risk analysis
- risk management
- long term
- neural network
- financial time series
- keywords