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1 Ergebnisse
1
American Options: A Fractional-Order Black-Scholes Merton A..:
, In:
2024 2nd International Conference on Advancement in Computation & Computer Technologies (InCACCT)
,
Maitra, Sarit
;
Arora, Kapil
- p. 7-12 , 2024
Link:
https://doi.org/10.1109/InCACCT61598.2024.10551067
RT T1 <cTitle>2024 2nd International Conference on Advancement in Computation & Computer Technologies (InCACCT)</cTitle>: T1 <Title>American Options: A Fractional-Order Black-Scholes Merton Approach with Neural Network</Title> UL https://suche.suub.uni-bremen.de/peid=ieee-10551067&Exemplar=1&LAN=DE A1 Maitra, Sarit A1 Arora, Kapil YR 2024 K1 Adaptation models K1 Monte Carlo methods K1 Pricing K1 Bitcoin K1 Mathematical models K1 Data models K1 Real-time systems K1 American option K1 Fractional Order Black-Scholes-Merton K1 Fractional Derivatives K1 Monte Carlo simulations K1 Neural network SP 7 OP 12 LK http://dx.doi.org/https://doi.org/10.1109/InCACCT61598.2024.10551067 DO https://doi.org/10.1109/InCACCT61598.2024.10551067 SF ELIB - SuUB Bremen
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