A nonparametric approach to pricing and hedging derivative securities via learning networks
Year of publication: |
1994
|
---|---|
Authors: | Hutchinson, James M. |
Other Persons: | Lo, Andrew W. (contributor) ; Poggio, Tomaso (contributor) |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 49.1994, 3, p. 851-889
|
Subject: | CAPM | Derivat | Derivative | Theorie | Theory |
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