Robust artificial neural networks for pricing of European options (Q853592): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10614-006-9030-x
+Normal rank
@@ Property / OpenAlex ID @@
+W2133363178
@@ Property / OpenAlex ID: W2133363178 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters
+Normal rank
@@ Property / cites work @@
+Pricing and hedging long-term options
@@ Property / cites work: Pricing and hedging long-term options / rank @@
+Normal rank
@@ Property / cites work @@
+Empirical option pricing: A retrospection
@@ Property / cites work: Empirical option pricing: A retrospection / rank @@
+Normal rank
@@ Property / cites work @@
+Q4893747
@@ Property / cites work: Q4893747 / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation by superpositions of a sigmoidal function
+Normal rank
@@ Property / cites work @@
+Outlier robust analysis of long-run marketing effects for weekly scanning data
+Normal rank
@@ Property / cites work @@
+Pricing and hedging derivative securities with neural networks and a homogeneity hint
+Normal rank
@@ Property / cites work @@
+Q3723487
@@ Property / cites work: Q3723487 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4936225
@@ Property / cites work: Q4936225 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Statistics
@@ Property / cites work: Robust Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Robust methods in econometrics
@@ Property / cites work: Robust methods in econometrics / rank @@
+Normal rank
@@ Property / cites work @@
+Robust estimators for simultaneous equations models
+Normal rank
@@ Property / cites work @@
+Q4251760
@@ Property / cites work: Q4251760 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4231154
@@ Property / cites work: Q4231154 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Estimation, Nonnormalities, and Generalized Exponential Distributions
+Normal rank
@@ Property / cites work @@
+Q5290309
@@ Property / cites work: Q5290309 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3683344
@@ Property / cites work: Q3683344 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4779802
@@ Property / cites work: Q4779802 / rank @@
+Normal rank
@@ Property / cites work @@
+High breakdown-point and high efficiency robust estimates for regression
+Normal rank