Pricing and hedging derivative securities with neural networks and a homogeneity hint (Q1969815): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
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)
0 references
21 August 2000
0 references
homogeneity hint
0 references
generalized option pricing
0 references
generalized Black-Scholes
0 references
feedforward neural network
0 references
