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Items where Author is "Weigend, Andreas S."

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Jump to: 1999
Number of items: 2.

1999

Chin, Elion and Weigend, Andreas S.. (1999) Computing portfolio risk using Gaussian mixtures and independent component analysis. In: Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999. New York, pp. 74-117.

Zimmermann, Heinz and Pirkner, Christian and Weigend, Andreas S.. (1999) Extracting risk-neutral densities from option prices using mixture binomial trees. In: Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999. New York, pp. 135-158.

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