The generalized sequential compound options pricing and sensitivity analysis.

Meng-Yu Lee Fang-Bo Yeh An-Pin Chen

Published in: Math. Soc. Sci. (2008)

Keyphrases

sensitivity analysis
option pricing
managerial insights
influence diagrams
black scholes model
decision analysis
double exponential
variational inequalities
decision making
sequential search
data sets
neural network
computational complexity
evolutionary algorithm
decision variables