Bermudan options pricing formulas in uncertain financial markets
Zeyu Pan, Yin Gao, Lin Chih Yuan
Topics & Concepts
Valuation of optionsExpiration dateTrinomial treeFinancial marketBlack–Scholes modelAsian optionCall optionExpirationMonte Carlo methods for option pricingEconomicsFinite difference methods for option pricingExotic optionStock (firearms)Financial modelingMathematical economicsFinancial economicsFinanceInternal medicineEngineeringVolatility (finance)ChemistryMechanical engineeringMedicineRespiratory systemFood scienceFuzzy Systems and OptimizationMulti-Criteria Decision MakingRisk and Portfolio Optimization