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Efficient and high accuracy pricing of barrier options under the CEV diffusion.

Nawdha ThakoorDésiré Yannick TangmanMuddun Bhuruth
Published in: J. Comput. Appl. Math. (2014)
Keyphrases
  • high accuracy
  • high efficiency
  • computationally expensive
  • databases
  • neural network
  • case study
  • database systems
  • cost effective