Learning Agents in Black-Scholes Financial Markets: Consensus Dynamics and Volatility Smiles

25 Apr 2017Tushar VaidyaCarlos MurguiaGeorgios Piliouras

Black-Scholes (BS) is the standard mathematical model for option pricing in financial markets. Option prices are calculated using an analytical formula whose main inputs are strike (at which price to exercise) and volatility... (read more)

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