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True value american option pricing by forecasting


Some Forecasting techniques have been developed using Multiple Signal Classification (MUSIC) and Fourier Techniques to get the most natural trends in the data forecasted to the future. Also to assess exponential trends, a Markov Bayesian Monte Carlo Path Integral was carried out to determine the probability of threshold crossing within a certain time frame. You may download the program at the wolfram library archive by following the link:

POSTED BY: Richard Belshaw
1 year ago

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