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Stock Option Valuations and Constraint Enforcement Using Neural Networks

Stock option valuations have long been studied, being inherently non-linear financial derivatives. These instruments have a ubiquitous presence in institutional investment practice, and present many favourable and unique benefits to an investment portfolio. Neural Networks on the other hand have bec...

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Bibliographic Details
Main Author: Nutt, Frans Ignatius
Other Authors: Pienaar, Etienne
Format: Thesis
Language:English
Published: Centre for Actuarial Research (CARE) 2023
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