Pricing call warrants with artificial neural networks: the case of the Taiwan derivative market - researchr publication authors

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Shu-Heng Chen, Wo-Chiang Lee. Pricing call warrants with artificial neural networks: the case of the Taiwan derivative market. In International Joint Conference Neural Networks, IJCNN 1999, Washington, DC, USA, July 10-16, 1999. pages 3877-3882, IEEE, 1999. [doi]

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