Digital contracts-driven method for pricing complex derivatives

DOI10.1057/PALGRAVE.JORS.2601597MaRDI QIDQ4661180zbMATH OpenOpenAlexFDO

Authors Jun Lu, Hiroshi Ohta

Publication date 4 April 2005

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1057/palgrave.jors.2601597

zbMATH Keywords

digital contractsfinanceneural networksoption pricing

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59)

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Cited in

(1)

• A data and digital-contracts driven method for pricing complex derivatives

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