Pages that link to "Item:Q1969812"
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The following pages link to Econometric methods for derivative securities and risk management (Q1969812):
Displaying 3 items.
- A neural network enhanced volatility component model (Q4991057) (← links)
- European call price modelling using neural networks in considering volatility as stochastic with comparison to the Heston model (Q5036853) (← links)
- Hybrid method based on neural networks and Monte Carlo simulation in view of a tradeoff between accuracy and computational time (Q5079831) (← links)
