ESO Valuation with Job Termination Risk and Jumps in Stock Price.
Tim LeungHaohua WanPublished in: SIAM J. Financial Math. (2015)
Keyphrases
- stock price
- portfolio optimization
- stock market
- investment strategies
- stock exchange
- non stationary
- financial data
- option pricing
- historical data
- financial markets
- stock price prediction
- news articles
- technical indicators
- dow jones
- exchange rate
- risk management
- stock returns
- markov chain
- stock market data
- financial time series
- portfolio management
- stock data
- early warning
- decision making
- neural network
- tft lcd
- risk aversion
- short term
- trading systems