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A software tool for numerical option pricing in MATLAB®.
Jeetendre Narsoo
Mohammad Sameer Sunhaloo
Published in:
Int. J. Math. Model. Numer. Optimisation (2022)
Keyphrases
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option pricing
black scholes
stock price
decision analysis
real option
numerical methods
capital budgeting
image processing
black scholes model
data mining
decision making
stock market
sensitivity analysis
game playing