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Persistent link: https://www.econbiz.de/10010640833
We apply exploratory data analysis to some of the basic models of neoclassical computational finance. These include the portfolio selection algorithm of Markowitz, the capital market line of Sharpe, and the option pricing model of Black-Scholes-Merton. We demonstrate that the Markowitzian...
Persistent link: https://www.econbiz.de/10005750032