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Monte Carlo simulation of SSE 50ETF with trend timing strategy based on BSM option pricing.
Xiaoping Ren
Ziqiang Wang
Hongyu An
Published in:
ICCMB (2022)
Keyphrases
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monte carlo simulation
option pricing
monte carlo
markov chain
black scholes
stock price
decision analysis
data mining
real option
neural network
reinforcement learning
black scholes model