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ABSTRACT
By considering a simplified version of a pricing model recently implemented at Merrill Lynch, the authors demonstrate the power of software synthesis technology and examine some of the issues associated with integrating synthesized model code into a production system.
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CITATION

O. Lubovitsky et al., "Implementing Option-Pricing Models Using Software Synthesis," in Computing in Science & Engineering, vol. 1, no. , pp. 54-64, 1999.
doi:10.1109/5992.805136
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