Search results for "Option"

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