Computational knowledge discovery techniques and their application to options market databases
Financial options are central to controlling investor's risk exposure. However, since 1987 parametric option pricing models have performed poorly in assessing risk levels. Also, electronic trading systems were introduced in this period, and these produce option price quotations at a rate of up...
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| Format: | Thesis |
| Language: | English |
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2004
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| Online Access: | https://repository.londonmet.ac.uk/7260/1/426594.pdf |