Robust artificial neural networks for pricing of European options (Q853592)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Robust artificial neural networks for pricing of European options |
scientific article; zbMATH DE number 5073619
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Robust artificial neural networks for pricing of European options |
scientific article; zbMATH DE number 5073619 |
Statements
Robust artificial neural networks for pricing of European options (English)
0 references
17 November 2006
0 references
artificial neural networks
0 references
Huber function
0 references
implied parameters
0 references
option pricing \& trading
0 references
robust estimation
0 references
0.9333103
0 references
0 references
0.92760843
0 references
0.9137316
0 references
0.9112157
0 references
0.90534055
0 references
0.90439934
0 references
0.9042523
0 references
