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Efficient Pricing of Barrier Options with the Variance-Gamma Model.
Athanassios N. Avramidis
Published in:
WSC (2004)
Keyphrases
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probabilistic model
computational model
machine learning
experimental data
similarity measure
statistical model
simulation model
multiscale
objective function
prior knowledge
parameter estimation
theoretical framework
mathematical model
neural network model
bayesian framework
object model