Pricing and hedging derivative securities with neural networks and a homogeneity hint (Q1969815): Difference between revisions
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Revision as of 06:25, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging derivative securities with neural networks and a homogeneity hint |
scientific article |
Statements
Pricing and hedging derivative securities with neural networks and a homogeneity hint (English)
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21 August 2000
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homogeneity hint
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generalized option pricing
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generalized Black-Scholes
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feedforward neural network
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