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Implementing option-pricing models using software synthesis.

James GatheralYonathan EpelbaumJining HanKishor LaudOlga LubovitskyElaine KantCurt Randall
Published in: Comput. Sci. Eng. (1999)
Keyphrases
  • option pricing
  • software development
  • data mining
  • user interface
  • prior knowledge
  • np hard
  • probabilistic model