On nonparametric predictive inference for asset and European option trading in the binomial tree model.
Junbin ChenFrank P. A. CoolenTahani Coolen-MaturiPublished in: J. Oper. Res. Soc. (2019)
Keyphrases
- computational model
- probability distribution
- neural network
- probabilistic model
- predictive model
- decision theoretic
- experimental data
- tree structure
- electronic commerce
- bayesian model
- parametric models
- mathematical model
- data driven
- management system
- objective function
- bayesian networks
- similarity measure
- high level