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Building Fuzzy Levy-GJR-GARCH American Option Pricing Model.

Huiming ZhangJunzo Watada
Published in: IUKM (2019)
Keyphrases
  • probabilistic model
  • fuzzy logic
  • fuzzy sets
  • autoregressive
  • garch model
  • neural network
  • long term
  • probability distribution
  • sar images