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- W3124966489 abstract "We consider options that pay the complexity deficiency of a sequence of up and down ticks of a stock upon exercise. We study the price of European and American versions of this option numerically for automatic complexity, and theoretically for Kolmogorov complexity. We also consider run complexity, which is a restricted form of automatic complexity." @default.
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- W3124966489 date "2015-12-29" @default.
- W3124966489 modified "2023-10-01" @default.
- W3124966489 title "Pricing complexity options" @default.
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- W3124966489 doi "https://doi.org/10.3233/af-150050" @default.
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