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Venues (Conferences, Journals, ...)
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GrowBag graphs for keyword ? (Num. hits/coverage)
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The graphs summarize 1759 occurrences of 1324 keywords
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Results
Found 3654 publication records. Showing 3654 according to the selection in the facets
Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
86 | Xun Liang 0001, Haisheng Zhang, Xiang Li |
A Simple Method of Forecasting Option Prices Based on Neural Networks. |
IEA/AIE |
2009 |
DBLP DOI BibTeX RDF |
Hong Kong option market, neural networks, forecasting, Option prices |
69 | Leon Chen, Olivia Sheng, Dennis Goreham, Jeannie Watanabe |
A real option analysis approach to evaluating digital government investment. |
DG.O |
2005 |
DBLP BibTeX RDF |
black-scholes model, information technology investment evaluation, real option analysis, digital government, estimation error |
66 | Xiaojian Yu, Zhaozhang Ren |
The Valuation of American Put Option Based on Fuzzy Techniques. |
CSSE (3) |
2008 |
DBLP DOI BibTeX RDF |
|
61 | Tian-Shyr Dai, Yuh-Dauh Lyuu |
An Efficient, and Fast Convergent Algorithm for Barrier Options. |
AAIM |
2007 |
DBLP DOI BibTeX RDF |
barrier option, tree, combinatorics, option pricing |
59 | Sintiani Dewi Teddy, Edmund Ming-Kit Lai, Hiok Chai Quek |
A Brain-Inspired Cerebellar Associative Memory Approach to Option Pricing and Arbitrage Trading. |
ICONIP (3) |
2006 |
DBLP DOI BibTeX RDF |
|
59 | Scott Gregory Chastain, Jian Chen |
The delivery option in mortgage backed security valuation simulations. |
WSC |
2005 |
DBLP DOI BibTeX RDF |
|
59 | Paul Lajbcygier |
Using Visual Exploratory Data Analysis to Find Bias in Option Pricing Models. |
IV |
2004 |
DBLP DOI BibTeX RDF |
|
59 | Letícia Maria Friske, Carlos H. C. Ribeiro |
Speeding Up Autonomous Learning by Using State-Independent Option Policies and Termination Improvement. |
SBRN |
2002 |
DBLP DOI BibTeX RDF |
|
56 | Kisoeb Park, Moonseong Kim, Seki Kim |
Simulation Analysis for the Pricing of Bond Option on Arbitrage-Free Models with Jump. |
ICCSA (2) |
2008 |
DBLP DOI BibTeX RDF |
Arbitrage-free Models with Jump, Bond Option Price, Simulation |
56 | Prasad Chalasani, Somesh Jha, Isaac Saias |
Approximate Option Pricing. |
Algorithmica |
1999 |
DBLP DOI BibTeX RDF |
Binomial model, Path-dependent options, Asian options, Computational complexity, Random walks, Option pricing |
52 | Whye Loon Tung, Chai Quek |
GenSo-OPATS: a brain-inspired dynamically evolving option pricing model and arbitrage trading system. |
Congress on Evolutionary Computation |
2005 |
DBLP DOI BibTeX RDF |
|
49 | Kiran Kola, Ruppa K. Thulasiram, Parimala Thulasiraman |
A software architecture framework for on-line option pricing. |
J. Supercomput. |
2009 |
DBLP DOI BibTeX RDF |
Mobile/ubiquitous computing, Web table-mining, Finance applications, Option pricing algorithms, J2ME, MIDP |
49 | Kisoeb Park, Moonseong Kim, Seki Kim |
On Sharp Estimating of Bond Option Prices for Heath-Jarrow-Morton Model Based on Jump. |
ICCSA (2) |
2008 |
DBLP DOI BibTeX RDF |
Heath-Jarrow-Morton Model with Jump, Bond Option Price, Monte Carlo Method |
49 | Francis Oliver Bunnin, Yike Guo, Yuhe Ren |
Option pricing under model and parameter uncertainty using predictive densities. |
Stat. Comput. |
2002 |
DBLP DOI BibTeX RDF |
sampling-importance resampling, model and parameter uncertainty, option pricing, Bayesian model averaging |
49 | Mary Malliaris, Linda Salchenberger |
A neural network model for estimating option prices. |
Appl. Intell. |
1993 |
DBLP DOI BibTeX RDF |
Black-Scholes, neural networks, option pricing, Applied artificial intelligence |
47 | Kenichiro Ohta, Kunihiko Sadakane, Akiyoshi Shioura, Takeshi Tokuyama |
A Fast, Accurate, and Simple Method for Pricing European-Asian and Saving-Asian Options. |
Algorithmica |
2005 |
DBLP DOI BibTeX RDF |
Asian option, Binomial tree model, Approximation algorithm, Randomized algorithm, Option pricing |
46 | Anson H. T. Tse, David B. Thomas, Wayne Luk |
Accelerating Quadrature Methods for Option Valuation. |
FCCM |
2009 |
DBLP DOI BibTeX RDF |
Option Valuation, Finance, Option pricing, Quadrature |
46 | Prasad Chalasani, Somesh Jha, Isaac Saias |
Approximate Option Pricing. |
FOCS |
1996 |
DBLP DOI BibTeX RDF |
approximate option pricing, world financial markets, binomial pricing model, stock price, path-dependent options, #-P hard, deterministic polynomial-time approximate algorithms, perpetual American put option, random walk, random walks, error analysis, Monte Carlo methods, Monte Carlo methods, polynomial time, error bounds, computational problem |
46 | Paul Lajbcygier |
Option Pricing with the Product Constrained Hybrid Neural Network. |
ICANN |
2003 |
DBLP DOI BibTeX RDF |
|
44 | An-Pin Chen, Yi-Chang Chen, Wen-Chuan Tseng |
Applying Extending Classifier System to Develop an Option-Operation Suggestion Model of Intraday Trading - An Example of Taiwan Index Option. |
KES (1) |
2005 |
DBLP DOI BibTeX RDF |
|
42 | Hari Prasain, Parimala Thulasiraman, Ruppa K. Thulasiram, Girish K. Jha |
Particle swarm optimization algorithm for option pricing: extended abstract. |
GECCO (Companion) |
2010 |
DBLP DOI BibTeX RDF |
financial option pricing, particle swarm |
42 | Girish K. Jha, Sameer Kumar 0005, Hari Prasain, Parimala Thulasiraman, Ruppa K. Thulasiram |
Option pricing using Particle Swarm Optimization. |
C3S2E |
2009 |
DBLP DOI BibTeX RDF |
Black-Scholes, particle swarm optimization, swarm intelligence, option pricing, computational finance |
42 | Emmanuel Haven |
Quantum Calculus (q-Calculus) and Option Pricing: A Brief Introduction. |
QI |
2009 |
DBLP DOI BibTeX RDF |
q-calculus, h-calculus, option pricing, stochastic differential equation |
42 | Kisoeb Park, Seki Kim, William T. Shaw |
New Approach for the Pricing of Bond Option Using the Relation between the HJM Model and the BGM Model. |
ICCSA (2) |
2009 |
DBLP DOI BibTeX RDF |
Heath-Jarrow-Morton (HJM) model, Brace-Gatarek-Musiela (BGM) model and Bond Option |
42 | Hyun-Joo Lee, Seung-Ho Yang, Gyu-Sik Han, Jaewook Lee 0001 |
Simulations for American Option Pricing Under a Jump-Diffusion Model: Comparison Study between Kernel-Based and Regression-based Methods. |
ISNN (1) |
2008 |
DBLP DOI BibTeX RDF |
American option, kernel-based regression, jump-diffusion model |
42 | Mohammad Zubair, Ravi Mukkamala |
High Performance Implementation of Binomial Option Pricing. |
ICCSA (1) |
2008 |
DBLP DOI BibTeX RDF |
Financial Computing, Parallel Computing, High Performance Computing, Option Pricing |
42 | Sangwook Lee, Jusang Lee, Daeyoung Shim, Moongu Jeon |
Binary Particle Swarm Optimization for Black-Scholes Option Pricing. |
KES (1) |
2007 |
DBLP DOI BibTeX RDF |
Black-Scholes option pricing, bit change mutation, binary particle swarm optimization |
42 | Cristina Videira Lopes, Sushil Krishna Bajracharya |
Assessing Aspect Modularizations Using Design Structure Matrix and Net Option Value. |
T. Aspect-Oriented Software Development |
2006 |
DBLP DOI BibTeX RDF |
Aspect-oriented programming and design, design space matrix, net option value, modularity |
42 | Zhongzhong Ning |
CNY Realignment and USD Expectation: Empirical Study Based on RND Function of Currency Option. |
IDEAL |
2006 |
DBLP DOI BibTeX RDF |
CNY realignment, USD expectation, Currency option, RND function |
42 | Sajib Barua, Ruppa K. Thulasiram, Parimala Thulasiraman |
Fast Fourier Transform for Option Pricing: Improved Mathematical Modeling and Design of Efficient Parallel Algorithm. |
ICCSA (3) |
2004 |
DBLP DOI BibTeX RDF |
Financial Derivatives, Parallel Algorithm, Fast Fourier Transform, Mathematical Modeling, Data Locality, Option Pricing |
42 | Vincenzina Messina, Valentina Bosetti |
Uncertainty and Option Value in Land Allocation Problems. |
Ann. Oper. Res. |
2003 |
DBLP DOI BibTeX RDF |
option value, land allocation, uncertainty, environment |
41 | Xubo Zhang, Zigang Zhang |
Study on Venture Investment Model Base on Signaling Game. |
ISIP |
2008 |
DBLP DOI BibTeX RDF |
Signaling game, Option-game, Venture investment, Option pricing |
41 | Byungjoon Yoo, Kevin Kai-wing Ho, Kar Yan Tam |
The Impact of Information in Electronic Auctions: An Analysis of Buy-It-Now Auctions. |
HICSS |
2006 |
DBLP DOI BibTeX RDF |
|
39 | Jinliang Zhang, Huibin Du, Wansheng Tang |
Pricing R&D Option with Combining Randomness and Fuzziness. |
ICIC (2) |
2006 |
DBLP DOI BibTeX RDF |
|
39 | Kiran Kola, Amit Chhabra, Ruppa K. Thulasiram, Parimala Thulasiraman |
A Software Architecture Framework for On-Line Option Pricing. |
ISPA |
2006 |
DBLP DOI BibTeX RDF |
|
39 | Giorgio Fumera, Ignazio Pillai, Fabio Roli |
Classification with reject option in text categorisation systems. |
ICIAP |
2003 |
DBLP DOI BibTeX RDF |
|
39 | Weimin Zheng, Jiwu Shu, Xiaotie Deng, Yonggen Gu |
Parallel Computing Method of Valuing for Multi-asset European Option. |
International Conference on Computational Science |
2003 |
DBLP DOI BibTeX RDF |
|
37 | Sameer Kumar 0005, Ruppa K. Thulasiram, Parimala Thulasiraman |
A bioinspired algorithm to price options. |
C3S2E |
2008 |
DBLP DOI BibTeX RDF |
swarm intelligence, ant colony optimization, option pricing, computational finance, optimal solution |
36 | Julian Lorenz, Konstantinos Panagiotou, Angelika Steger |
Optimal Algorithms for k-Search with Application in Option Pricing. |
Algorithmica |
2009 |
DBLP DOI BibTeX RDF |
Time series search, One-way trading, Online algorithms, Competitive analysis, Option pricing |
36 | Panayiotis Ch. Andreou, Chris Charalambous, Spiros H. Martzoukos |
European Option Pricing by Using the Support Vector Regression Approach. |
ICANN (1) |
2009 |
DBLP DOI BibTeX RDF |
implied volatility, non-parametric methods, support vector regression, Option pricing |
36 | Claudio Marrocco, Paolo Simeone, Francesco Tortorella |
Embedding Reject Option in ECOC Through LDPC Codes. |
MCS |
2007 |
DBLP DOI BibTeX RDF |
multiple classifier systems, coding theory, LDPC, reject option, ECOC |
36 | Kai Fan, Anthony Brabazon, Conall O'Sullivan, Michael O'Neill 0001 |
Option pricing model calibration using a real-valued quantum-inspired evolutionary algorithm. |
GECCO |
2007 |
DBLP DOI BibTeX RDF |
real-valued quantum-inspired evolutionary algorithm, option pricing |
36 | Arunabha Mukhopadhyay, Binay Bhushan, Debashis Saha, Ambuj Mahanti |
E-Risk Management through Self Insurance: An Option Model. |
HICSS |
2007 |
DBLP DOI BibTeX RDF |
e-risk, option model, self-insurance, e-commerce, security breach |
32 | Marina Marena, Daniele Marazzina, Gianluca Fusai |
Option pricing, maturity randomization and grid computing. |
IPDPS |
2008 |
DBLP DOI BibTeX RDF |
|
32 | Jao-Hong Cheng, Chen-Yu Lee |
Product Outsourcing under Uncertainty: an Application of Fuzzy Real Option Approach. |
FUZZ-IEEE |
2007 |
DBLP DOI BibTeX RDF |
|
32 | Raymond Y. K. Lau, K.-S. Wong, K.-F. Fung, S.-Y. Ho |
Toward An On-Demand Option Rating Service for e-Business. |
ICEBE |
2007 |
DBLP DOI BibTeX RDF |
|
32 | Elisa Alòs |
A generalization of the Hull and White formula with applications to option pricing approximation. |
Finance Stochastics |
2006 |
DBLP DOI BibTeX RDF |
Mathematics Subject Classification (2000) 60H07, 91B70, 91B28 |
32 | Kyu-Hwan Jung, Hyun-Chul Kim, Jaewook Lee 0001 |
A Novel Learning Network for Option Pricing with Confidence Interval Information. |
ISNN (2) |
2006 |
DBLP DOI BibTeX RDF |
|
32 | Shian-Chang Huang, Tung-Kuang Wu |
A Hybrid Unscented Kalman Filter and Support Vector Machine Model in Option Price Forecasting. |
ICNC (1) |
2006 |
DBLP DOI BibTeX RDF |
|
32 | Shian-Chang Huang, Tung-Kuang Wu |
Combining Monte Carlo Filters with Support Vector Machines for Option Price Forecasting. |
RSCTC |
2006 |
DBLP DOI BibTeX RDF |
|
32 | Michael Maio Pires, Tshilidzi Marwala |
American option pricing using multi-layer perceptron and support vector machine. |
SMC (2) |
2004 |
DBLP DOI BibTeX RDF |
|
32 | Giorgio Fumera, Ignazio Pillai, Fabio Roli |
A Two-Stage Classifier with Reject Option for Text Categorisation. |
SSPR/SPR |
2004 |
DBLP DOI BibTeX RDF |
|
32 | N. K. Chidambaran |
New simulation methodology for risk analysis: genetic programming with monte carlo simulation for option pricing. |
WSC |
2003 |
DBLP DOI BibTeX RDF |
|
32 | Giorgio Fumera, Fabio Roli |
Support Vector Machines with Embedded Reject Option. |
SVM |
2002 |
DBLP DOI BibTeX RDF |
|
32 | Barry W. Boehm, Hoh In |
Software Cost Option Strategy Tool (S-COST). |
COMPSAC |
1996 |
DBLP DOI BibTeX RDF |
|
30 | Constantin Mellios |
Interest rate options valuation under incomplete information. |
Ann. Oper. Res. |
2007 |
DBLP DOI BibTeX RDF |
General equilibrium, Term structure of interest rates, Incomplete information, Filtering theory, Option prices |
30 | Chieh-Chung Sheng, Hsiao-Ya Chiu, An-Pin Chen |
Using computational methodology to price European options with actual payoff distributions. |
Soft Comput. |
2007 |
DBLP DOI BibTeX RDF |
Actual payoff distribution, Option pricing, Expected value |
30 | Sajib Barua, Ruppa K. Thulasiram, Parimala Thulasiraman |
High Performance Computing for a Financial Application Using Fast Fourier Transform. |
Euro-Par |
2005 |
DBLP DOI BibTeX RDF |
HPC for commercial application, Parallel algorithm, Fast Fourier transform, Mathematical modeling, Data locality, Option pricing |
30 | J. R. Rajasekera, M. Yamada |
Estimating the Firm Value Distribution Function by Entropy Optimization and Geometric Programming. |
Ann. Oper. Res. |
2001 |
DBLP DOI BibTeX RDF |
entropy optimization, Monte Carlo simulation, option pricing, geometric programming |
29 | Qiwei Jin, Wayne Luk, David B. Thomas |
Unifying Finite Difference Option-Pricing for Hardware Acceleration. |
FPL |
2011 |
DBLP DOI BibTeX RDF |
FPGA, Framework, Finance, Finite Difference, Option Pricing |
29 | |
Pricing of Bi-direction European Option Under a Kind of Jump Diffusion Model. |
IFITA (3) |
2009 |
DBLP DOI BibTeX RDF |
jump diffusion model, European bi-direction option, martingale, renewal process |
29 | Yan Li, Mohamed G. Gouda |
The Blocking Option in Routing Protocols. |
SRDS |
2009 |
DBLP DOI BibTeX RDF |
Blocking Option, Security, Routing Protocols, Distance Vector |
29 | Chai Quek, Michel Pasquier, Neha Kumar |
A novel recurrent neural network-based prediction system for option trading and hedging. |
Appl. Intell. |
2008 |
DBLP DOI BibTeX RDF |
Option trading, Hedging system, Recurrent neural network, Computational finance |
29 | Zhengyuan Jia, Jia Han |
An Improved Model of Executive Stock Option Based on Rough Set and Support Vector Machines. |
PACIIA (1) |
2008 |
DBLP DOI BibTeX RDF |
Executive Stock Option, SVM, Rough set |
29 | You-lan Zhu, Bin-mu Chen, Hongliang Ren 0002, Hanping Xu |
Application of the Singularity-Separating Method to American Exotic Option Pricing. |
Adv. Comput. Math. |
2003 |
DBLP DOI BibTeX RDF |
American option pricing, finite difference methods, computational finance |
27 | Mikolás Janota, Fintan Fairmichael, Viliam Holub, Radu Grigore, Julien Charles, Dermot Cochran, Joseph R. Kiniry |
CLOPS: A DSL for Command Line Options. |
DSL |
2009 |
DBLP DOI BibTeX RDF |
|
27 | Bernhard Pfahringer, Geoffrey Holmes 0001, Richard Kirkby |
New Options for Hoeffding Trees. |
Australian Conference on Artificial Intelligence |
2007 |
DBLP DOI BibTeX RDF |
|
27 | Xun Liang 0001, Haisheng Zhang, Jian Yang |
Pricing Options in Hong Kong Market Based on Neural Networks. |
ICONIP (3) |
2006 |
DBLP DOI BibTeX RDF |
|
27 | Michele Amico, Zbigniew J. Pasek, Farshid Asl, Giovanni Perrone |
Simulation methodology for collateralized debt and real options: a new methodology to evaluate the real options of investment using binomial trees and monte carlo simulation. |
WSC |
2003 |
DBLP DOI BibTeX RDF |
|
27 | Harriet Black Nembhard, Leyuan Shi, Mehmet Aktan |
Financial derivatives and real options: effect of implementation time on real options valuation. |
WSC |
2002 |
DBLP DOI BibTeX RDF |
|
27 | Scott B. Laprise, Michael C. Fu 0001, Steven I. Marcus, Andrew E. B. Lim |
A new approach to pricing American-style derivatives. |
WSC |
2001 |
DBLP DOI BibTeX RDF |
|
27 | Sunita Sarawagi, Shiby Thomas, Rakesh Agrawal 0001 |
Integrating Mining with Relational Database Systems: Alternatives and Implications. |
SIGMOD Conference |
1998 |
DBLP DOI BibTeX RDF |
SQL |
25 | Bowen Zhang 0008, Cornelis W. Oosterlee |
Option pricing with COS method on graphics processing units. |
IPDPS |
2009 |
DBLP DOI BibTeX RDF |
|
25 | David Allenotor, Ruppa K. Thulasiram, Parimala Thulasiraman |
A novel application of option pricing to distributed resources management. |
IPDPS |
2009 |
DBLP DOI BibTeX RDF |
|
25 | Silvia Gabrielli, Anthony Jameson |
Obstacles to Option Setting: Initial Results with a Heuristic Walkthrough Method. |
INTERACT (2) |
2009 |
DBLP DOI BibTeX RDF |
|
25 | Francesca Mariani, Graziella Pacelli, Francesco Zirilli |
Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory. |
Optim. Lett. |
2008 |
DBLP DOI BibTeX RDF |
|
25 | David Allenotor, Ruppa K. Thulasiram |
G-FRoM: Grid Resources Pricing A Fuzzy Real Option Model. |
eScience |
2007 |
DBLP DOI BibTeX RDF |
|
25 | Jingyue Li, Xiaomeng Su |
Making Cost Effective Security Decision with Real Option Thinking. |
ICSEA |
2007 |
DBLP DOI BibTeX RDF |
|
25 | Ayman Ghoneim, Hussein A. Abbass, Michael Barlow |
Investigating alliance dynamics using a co-evolutionary iterated prisoner's dilemma with an exit option. |
IEEE Congress on Evolutionary Computation |
2007 |
DBLP DOI BibTeX RDF |
|
25 | Gareth W. Morris, Matthew Aubury |
Design Space Exploration of the European Option Benchmark Using HyperStreams. |
FPL |
2007 |
DBLP DOI BibTeX RDF |
|
25 | David Allenotor, Ruppa K. Thulasiram |
A Grid Resources Valuation Model Using Fuzzy Real Option. |
ISPA |
2007 |
DBLP DOI BibTeX RDF |
|
25 | Gong Chen, Parimala Thulasiraman, Ruppa K. Thulasiram |
Distributed Quasi-Monte Carlo Algorithm for Option Pricing on HNOWs Using mpC. |
Annual Simulation Symposium |
2006 |
DBLP DOI BibTeX RDF |
|
25 | Peter M. DeMarzo, Ilan Kremer, Yishay Mansour |
Online trading algorithms and robust option pricing. |
STOC |
2006 |
DBLP DOI BibTeX RDF |
online algorithms, finance, regret minimization |
25 | Vasilios S. Tzastoudis, Nikos S. Thomaidis, Georgios Dounias |
Improving Neural Network Based Option Price Forecasting. |
SETN |
2006 |
DBLP DOI BibTeX RDF |
|
25 | Eduardo Saliby, Jaqueline T. M. Marins, Josete F. dos Santos |
Out-of-the-money monte carlo simulation option pricing: the joint use of importance sampling and descriptive sampling. |
WSC |
2005 |
DBLP DOI BibTeX RDF |
|
25 | Christiane Lemieux, Jennie La |
A study of variance reduction techniques for American option pricing. |
WSC |
2005 |
DBLP DOI BibTeX RDF |
|
25 | An-Pin Chen, Mu-Yen Chen |
Measurement Practices for Knowledge Management: An Option Perspective. |
CAiSE |
2005 |
DBLP DOI BibTeX RDF |
|
25 | Hyung-Jun Choi, Hyoseok Lee, Gyu-Sik Han, Jaewook Lee 0001 |
Efficient Option Pricing via a Globally Regularized Neural Network. |
ISNN (2) |
2004 |
DBLP DOI BibTeX RDF |
|
25 | Ramasubramanian Sundararajan, Asim K. Pal |
Learning with an Embedded Reject Option: A Statistical Learning Theory Perspective. |
ICAISC |
2004 |
DBLP DOI BibTeX RDF |
|
25 | Letícia Maria Friske, Carlos H. C. Ribeiro |
Domain-Dependent Option Policies in Autonomous Robot Learning. |
SCCC |
2001 |
DBLP DOI BibTeX RDF |
|
25 | Jason Wu, Suvrajeet Sen |
A Stochastic Programming Model for Currency Option Hedging. |
Ann. Oper. Res. |
2000 |
DBLP DOI BibTeX RDF |
currency options, stochastic programming, hedging |
25 | Carlos H. C. Ribeiro |
On the Use of Option Policies for Autonomous Robot Navigation. |
IBERAMIA-SBIA |
2000 |
DBLP DOI BibTeX RDF |
|
24 | Davood Damircheli |
On a Stable Method for Option Pricing: Discontinuous Petrov-Galerkin Method for Option Pricing and Sensitivity Analysis. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
24 | Anjie Zhu, Feiyu Chen 0001, Hui Xu, Deqiang Ouyang, Jie Shao 0001 |
Empowering the Diversity and Individuality of Option: Residual Soft Option Critic Framework. |
IEEE Trans. Neural Networks Learn. Syst. |
2023 |
DBLP DOI BibTeX RDF |
|
24 | Chou-Wen Wang, Chin-Wen Wu, Po-Lin Chen |
Option Pricing Using Machine Learning with Intraday Data of TAIEX Option. |
HCI (29) |
2023 |
DBLP DOI BibTeX RDF |
|
24 | Arushi Jain, Khimya Khetarpal, Doina Precup |
Safe option-critic: learning safety in the option-critic architecture. |
Knowl. Eng. Rev. |
2021 |
DBLP DOI BibTeX RDF |
|
24 | Jianglei Yuan, Lili Zhang |
Empirical Analysis of AHBS Option Pricing Model-Based on SSE 50ETF Option. |
ICCIR |
2021 |
DBLP DOI BibTeX RDF |
|
24 | Hooman Abdollahi |
An Adaptive Neuro-Based Fuzzy Inference System (ANFIS) for the Prediction of Option Price: The Case of the Australian Option Market. |
Int. J. Appl. Metaheuristic Comput. |
2020 |
DBLP DOI BibTeX RDF |
|
24 | Chuan-Chuan Ko, Ya-Juan Yang, Chien-Yu Liu |
Multinational Enterprise Investment Strategy Evaluation - Option to Growth or Option to Abandon of Binomial Options Application. |
CIS |
2019 |
DBLP DOI BibTeX RDF |
|
24 | Hongmei Zhang, Fawang Liu, Shanzhen Chen, Vo Anh, J. Chen |
Fast numerical simulation of a new time-space fractional option pricing model governing European call option. |
Appl. Math. Comput. |
2018 |
DBLP DOI BibTeX RDF |
|
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