Showing 1 - 10 of 15
Persistent link: https://www.econbiz.de/10001036354
Persistent link: https://www.econbiz.de/10001138468
Persistent link: https://www.econbiz.de/10000889364
Persistent link: https://www.econbiz.de/10000646551
Persistent link: https://www.econbiz.de/10003342740
Persistent link: https://www.econbiz.de/10000935916
Persistent link: https://www.econbiz.de/10001172388
Persistent link: https://www.econbiz.de/10001238271
Persistent link: https://www.econbiz.de/10001448502
We propose a nonparametric method for estimating the pricing formula of a derivative asset using learning networks. Although not a substitute for the more traditional arbitrage-based pricing formulas, network pricing formulas may be more accurate and computationally more efficient alternatives...
Persistent link: https://www.econbiz.de/10012786270