Articles with "option theories" as a keyword



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Data-driven prediction for volatile processes based on real option theories

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Published in 2019 at "International Journal of Production Economics"

DOI: 10.1016/j.ijpe.2019.107605

Abstract: Abstract This paper presents a new prediction model for time series data by integrating a time-varying Geometric Brownian Motion model with a pricing mechanism used in financial engineering. Typical time series models such as Auto-Regressive… read more here.

Keywords: finance; time; based real; real option ... See more keywords