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Junbin Chen
Durham University
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#1Junbin Chen (Durham University)H-Index: 1
#2Frank P. A. Coolen (Durham University)H-Index: 24
Last.Tahani Coolen-Maturi (Durham University)H-Index: 9
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AbstractThis article introduces a novel method for asset and option trading in a binomial scenario. This method uses nonparametric predictive inference (NPI), a statistical methodology within impre...
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