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Derivative pricing methodology in continuous-time models.

Marek CapinskiEkkehard Kopp
Published in: Appl. Math. Lett. (2012)
Keyphrases
  • complex systems
  • statistical model
  • real time
  • data sets
  • social networks
  • decision making
  • probabilistic model
  • state space
  • statistical methods
  • classification models