Option Pricing under Multifactor Black-Scholes Model Using Orthogonal Spline Wavelets.

Dana Cerná Katerina Finková

Published in: CoRR (2022)

Keyphrases

black scholes model
spline wavelet
option pricing
stock price
decision analysis
black scholes
real option
artificial intelligence
decision making
bayesian networks
domain knowledge
computational intelligence
non stationary
influence diagrams
multi criteria