A Markov decision process model for optimal trade of options using statistical data
Ali Nasir, Ambreen Khursheed, Kazim Ali, Faisal Mustafa
| Year of publication: |
2021
|
|---|---|
| Authors: | Nasir, Ali ; Khursheed, Ambreen ; Ali, Kazim ; Mustafa, Faisal |
| Subject: | Markov chain | American options | Optimal policy | Markov-Kette | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-020-10030-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012615007