Neural Networks as Semiparametric Option Pricing Tool
Year of publication: |
2011
|
---|---|
Authors: | Barunikova, Michaela ; Barunik, Jozef |
Published in: |
Bulletin of the Czech Econometric Society. - Česká ekonometrická společnost - CES. - Vol. 18.2011
|
Publisher: |
Česká ekonometrická společnost - CES |
Subject: | option valuation | neural network | S&P 500 index options |
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