Clustering and Classification in Option Pricing
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References listed on IDEAS
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More about this item
KeywordsOption Pricing; Clustering; Parametric Methods; Non-parametric Methods; Fuzzy Logic;
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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