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NN-OPT: Neural Network for Option Pricing Using Multinomial Tree

Lecture Notes in Computer Science - Germany
doi 10.1007/11893295_41
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Abstract

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Categories
Computer ScienceTheoretical Computer Science
Date

January 1, 2006

Authors
Hung-Ching (Justin) ChenMalik Magdon-Ismail
Publisher

Springer Berlin Heidelberg


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