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Pricing Various Types of Power Options under Stochastic Volatility.

Youngrok LeeYehun KimJaesung Lee
Published in: Symmetry (2020)
Keyphrases
  • option pricing
  • stock price
  • financial markets
  • power consumption
  • stock market
  • double exponential
  • neural network
  • learning automata
  • database
  • information systems
  • non stationary
  • multistage
  • exchange rate