Option pricing under joint dynamics of interest rates, dividends, and stock prices.
Juho KanniainenPublished in: Oper. Res. Lett. (2011)
Keyphrases
- stock price
- option pricing
- non stationary
- stock market
- black scholes
- stock exchange
- historical data
- financial markets
- dow jones
- financial data
- dynamical systems
- news articles
- exchange rate
- tft lcd
- black scholes model
- financial time series
- information extraction
- artificial intelligence
- information retrieval
- machine learning
- databases