Option pricing with conditional GARCH models.

Marcos Escobar-Anel Javad Rastegari Lars Stentoft

Published in: Eur. J. Oper. Res. (2021)

Keyphrases

option pricing
garch model
stock price
stock market
black scholes
decision analysis
black scholes model
real option
sar images
financial markets
short term
conditional probabilities
multivariate time series
long term
knowledge discovery
stock exchange