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Pricing Double Barrier Options by Combinatorial Approaches.

Tian-Shyr DaiYuh-Dauh Lyuu
Published in: WSTST (2005)
Keyphrases
  • data sets
  • database
  • databases
  • strengths and weaknesses
  • real time
  • real world
  • feature selection
  • metadata
  • bayesian networks
  • probabilistic model
  • option pricing