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Understanding Complex Dynamics in derivatives Finance: Why do Options Markets Smile?
G. Qiu
Drona Kandhai
Neil F. Johnson
Peter M. A. Sloot
Published in:
Adv. Complex Syst. (2012)
Keyphrases
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higher order
complex systems
highly nonlinear
real world
financial markets
high level
complex data
complex environments
physical processes
database
multi agent systems
supply chain
electronic commerce
dynamic model
option pricing
emergent behavior