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ArticleAdaptive-Wave Alternative for the Black-Scholes Option Pricing Model

Vladimir G. Ivancevic2010

Article2010

Adaptive-Wave Alternative for the Black-Scholes Option Pricing Model

Vladimir G. Ivancevic

80 citations·0/0 files stored·Cognitive Computation

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Stochastic processes and financial applications Nonlinear Waves and Solitons Stock Market Forecasting Methods

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References

1973The Pricing of Options and Corporate Liabilities 1965The Behavior of Stock-Market Prices 1973Theory of Rational Option Pricing 2005Theory of rational option pricing 2001Empirical properties of asset returns: stylized facts and statistical issues 2004The Adaptive Markets Hypothesis 1978Some anomalous evidence regarding market efficiency 1959Brownian Motion in the Stock Market

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2020Predicting the stock price of frontier markets using machine learning and modified Black–Scholes Option pricing model

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Year2010

Typearticle

Published2010-01-22

VenueCognitive Computation

ISSN-L1866-9956

Languageen

Citations80

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s12559-009-9031-x

openalex_workW1985693490

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