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Real‐Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks

Michael H. Breitner, Christian Dunis, Hans-Jörg von Mettenheim, Christopher Neely, Georgios Sermpinis, Christian Spreckelsen, Hans‐Jörg Mettenheim and Michael H. Breitner
Authors registered in the RePEc Author Service: Michael H. Breitner ()

Journal of Forecasting, 2014, vol. 33, issue 6, 419-432

Date: 2014
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