An Accurate Lattice Model for Pricing Catastrophe Equity Put Under the Jump-Diffusion Process.

Chuan-Ju Wang Tian-Shyr Dai

Published in: IEEE Comput. Intell. Mag. (2018)

Keyphrases

management system
formal model
similarity measure
probabilistic model
theoretical analysis
lattice structure
probability distribution
high accuracy
highly accurate
prediction model
short term
statistical model
computational model
neural network
cost function
control system
high level
case study