Pages that link to "Item:Q1969815"
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The following pages link to Pricing and hedging derivative securities with neural networks and a homogeneity hint (Q1969815):
Displayed 10 items.
- Nonparametric state price density estimation using constrained least squares and the bootstrap (Q275252) (← links)
- Robust artificial neural networks for pricing of European options (Q853592) (← links)
- Testing forecast accuracy of foreign exchange rates: Predictions from feed forward and various recurrent neural network architectures (Q954784) (← links)
- Nonparametric option pricing under shape restrictions (Q1398968) (← links)
- Estimation of risk-neutral densities using positive convolution approximation (Q1398970) (← links)
- Using genetic algorithms to select architecture of a feedforward artificial neural network (Q1591785) (← links)
- Revealing the implied risk-neutral MGF from options: the wavelet method (Q2271662) (← links)
- Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters (Q2464227) (← links)
- Static versus dynamic hedges: an empirical comparison for barrier options (Q2466425) (← links)
- An investigation of model selection criteria for neural network time series forecasting (Q5939595) (← links)