Pricing derivatives by path integral and neural networks

Pricing derivatives by path integral and neural networks

Guido Montagna, Marco Morelli, Oreste Nicrosini, Paolo Amato, Marco Farina
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Volume:
324
Year:
2003
Language:
english
Pages:
7
DOI:
10.1016/s0378-4371(02)01907-6
File:
PDF, 248 KB
english, 2003
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