Neural network architectures for efficient modeling of FX...

Operational Research 2003 / 01-04 Vol. 3; Iss. 1

Neural network architectures for efficient modeling of FX futures options volatility

Gordon H. Dash, Choudary R. Hanumara, Nina Kajiji
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Volume:
3
Language:
english
Pages:
21
DOI:
10.1007/bf02940275
Date:
January, 2003
File:
PDF, 1.37 MB
english, 2003
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