A neural network versus Black-Scholes : a comparison of pricing and hedging performances
[Henrik Amilon]
| Year of publication: |
2000
|
|---|---|
| Authors: | Amilon, Henrik |
| Published in: |
Essays on financial models. - Lund : Department of Economics. - 2000, p. 75-100
|
| Subject: | Optionspreistheorie | Option pricing theory | Hedging | Black-Scholes-Modell | Black-Scholes model | Neuronale Netze | Neural networks | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | In: Essays on financial models |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001551221