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"Generalized ant programming in option pricing: determining implied ..."

Christian Keber, Matthias G. Schuster (2003)

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DOI: 10.1109/CIFER.2003.1196251

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Christian Keber, Matthias G. Schuster:
Generalized ant programming in option pricing: determining implied volatilities based on American put options. CIFEr 2003: 123-130

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