Clustering and Classification in Option Pricing
Year of publication: |
2011
|
---|---|
Authors: | Gradojevic, Nikola ; Kukolj, Dragan ; Gencay, Ramazan |
Published in: |
Review of Economic Analysis. - ISSN 1973-3909. - Vol. 3.2011, 2, p. 109-128
|
Subject: | Option Pricing | Clustering | Parametric Methods | Non-parametric Methods | Fuzzy Logic |
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