Support Vector Regression Model of Currency Options Pricing with Stochastic Volatility Models and Forward Exchange Rate

Ping Wang, YunCheng Huang, YuanSu Wang. Support Vector Regression Model of Currency Options Pricing with Stochastic Volatility Models and Forward Exchange Rate. In Jinhwa Kim, Dursun Delen, Jinsoo Park, Franz Ko, Chen Rui, Jong Hyung Lee, Wang Jian, Gang Kou, editors, International Conference on Networked Computing and Advanced Information Management, NCM 2009, Fifth International Joint Conference on INC, IMS and IDC: INC 2009: International Conference on Networked Computing, IMS 2009: International Conference on Advan. pages 1007-1012, IEEE Computer Society, 2009. [doi]

Authors

Ping Wang

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YunCheng Huang

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YuanSu Wang

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