Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters (Q2464227): Difference between revisions
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Property / cites work: Pricing and hedging long-term options / rank | |||
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Property / cites work: Empirical option pricing: A retrospection / rank | |||
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Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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Property / cites work: Dynamics of implied volatility surfaces / rank | |||
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Property / cites work: Approximation by superpositions of a sigmoidal function / rank | |||
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Property / cites work: Pricing and hedging derivative securities with neural networks and a homogeneity hint / rank | |||
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Latest revision as of 14:06, 27 June 2024
scientific article
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English | Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters |
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Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters (English)
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10 December 2007
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finance
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neural networks
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empirical option pricing
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