Constrained option pricing with neural networks and isotonic regression (Q4930458)
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scientific article; zbMATH DE number 5793211
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| English | Constrained option pricing with neural networks and isotonic regression |
scientific article; zbMATH DE number 5793211 |
Statements
29 September 2010
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option pricing
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nonparametric estimation
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neural networks
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isotonization
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0.7865816354751587
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0.7768481969833374
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0.7344030141830444
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