Two Factor Option Pricing with Uncertain Volatility.

David M. Pooley Peter A. Forsyth Kenneth R. Vetzal

Published in: ICCSA (3) (2003)

Keyphrases

option pricing
stock price
stock market
black scholes
non stationary
historical data
stock exchange
black scholes model
exchange rate
financial markets
capital budgeting
financial data
decision analysis
real option
financial time series
decision making
news articles
graphical models