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Multivariate Extension of Put-Call Symmetry.

Ilya S. MolchanovMichael Schmutz
Published in: SIAM J. Financial Math. (2010)
Keyphrases
  • symmetry detection
  • database
  • computer vision
  • wide range
  • multivariate data
  • neural network
  • data mining
  • information systems
  • hidden markov models