American option pricing using Bayesian multi-layer perceptrons and Bayesian support vector machines.
| Autor: | Pires, M.M., Marwala, T. |
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| Zdroj: | IEEE 3rd International Conference on Computational Cybernetics, 2005. ICCC 2005.; 2005, p219-224, 6p |
| Databáze: | Complementary Index |
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