Pricing and hedging derivative securities with neural networks and a homogeneity hint
Year of publication: |
2000
|
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Authors: | Garcia, René ; Gençay, Ramazan |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 94.2000, 1/2, p. 93-115
|
Subject: | Hedging | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Neuronale Netze | Neural networks | Theorie | Theory |
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