Option Pricing for Uncertain Stock Model Based on Optimistic Value.
Liubao DengHongye TanFang WeiYilin WangPublished in: J. Adv. Comput. Intell. Intell. Informatics (2022)
Keyphrases
- option pricing
- stock price
- stock market
- black scholes
- non stationary
- stock exchange
- financial data
- historical data
- decision making
- decision analysis
- capital budgeting
- financial time series
- financial markets
- black scholes model
- sufficient conditions
- news articles
- long term
- exchange rate
- real option
- decision support system