Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters
| Year of publication: |
2008
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|---|---|
| Authors: | Andreou, Panayiotis C. ; Charalambous, Chris ; Martzoukos, Spiros H. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 185.2008, 3, p. 1415-1433
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