Pricing and hedging short sterling options using neural networks
Year of publication: |
2012
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Authors: | Chen, Fei ; Sutcliffe, Charles M. S. |
Published in: |
Intelligent systems in accounting finance and management : international journal. - Chichester : Wiley & Sons, ISSN 1550-1949, ZDB-ID 2166336-1. - Vol. 19.2012, 2, p. 128-149
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Subject: | Neuronale Netze | Neural networks | Hedging | Optionspreistheorie | Option pricing theory | Großbritannien | United Kingdom | Pfund Sterling | Pound Sterling |
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