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First-order calculus and option pricing
Carr, Peter - In: Journal of financial engineering 1 (2014) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
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A nonparametric approach to pricing and hedging derivative securities via learning networks
Hutchinson, James M. - 1994
Persistent link: https://www.econbiz.de/10000889364
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Degree of approximation results for feedforward networks approximating unknown mappings and their derivatives
Hornik, Kurt (contributor) - 1993
Persistent link: https://www.econbiz.de/10000864048
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Das systematische Risiko von Obligationen : e. Unters. für d. Schweiz
Stalder, Marco - 1988
Persistent link: https://www.econbiz.de/10000749867
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Option prices and implied volatilities : an empirical analysis
Edey, Malcolm L.; Elliott, Graham - 1989
Persistent link: https://www.econbiz.de/10000775666
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The wild card option in T-bond futures is relatively worthless
Cohen, Hugh I. - 1991
Persistent link: https://www.econbiz.de/10000826226
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Generalized put-call parity
Babbel, David F.; Eisenberg, Laurence K. - 1991
Persistent link: https://www.econbiz.de/10000826231
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Options & price uncertainty
Chichilnisky, Graciela; Dutta, Jayasri; Heal, Geoffrey - 1991
Persistent link: https://www.econbiz.de/10000826369
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Options with stochastic lives
Jennergren, Lars Peter; Näslund, Bertil - 1991
Persistent link: https://www.econbiz.de/10000826417