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Pricing American put options model with application to oil options.
Hajar Nafia
Imane Agmour
Youssef El Foutayeni
Naceur Achtaich
Published in:
Int. J. Comput. Sci. Math. (2023)
Keyphrases
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machine learning
probabilistic model
management system
sensitivity analysis
experimental data
process model
high level
cost function
prior knowledge
neural network
computational model
theoretical framework
objective function
feature selection
formal model
metamodel
modeling method