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An integration preconditioning method for solving option pricing problems.

Y. LiChi Ngai SamY. C. HonK. S. Ng
Published in: Int. J. Comput. Math. (2021)
Keyphrases
  • long term
  • dynamic programming
  • data mining
  • bayesian networks
  • probabilistic model
  • text classification
  • bag of words