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: 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

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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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