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Feature extraction with hybrid neural networks
Wegmann, Georg - 2000
optimizer. The mathematical motivation for such hybrid networks is presented, using the Kolmogorov theory of metric entropy. As … options written on the S&P 500 stock index. While option pricing theory typically requires a highly complex statistical model …
Persistent link: https://www.econbiz.de/10010504308
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Feature extraction with hybrid neural networks
Wegmann, Georg - 2000
Persistent link: https://www.econbiz.de/10001522926
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Pricing options with futures-style margining : a genetic adaptive neural network approach
White, A. J. - 2000
Persistent link: https://www.econbiz.de/10013535322
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Option trading
Merrifield, Lewis B. (contributor) - 1974
Persistent link: https://www.econbiz.de/10000534207
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Options
Kolb, Robert W. - 1997 - 3. ed
Persistent link: https://www.econbiz.de/10000962346
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Risk, uncertainty, and option exercise
Miao, Jianjun (contributor); Wang, Neng (contributor) - 2004
Persistent link: https://www.econbiz.de/10003738511
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A valuation framework for selecting option strategies
Clarke, Roger G.; DeSilva, Harindra; McMurran, Greg M. - 2008
Persistent link: https://www.econbiz.de/10003765043
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A moments and strike matching binominal algorithm for pricing American put options
Jourdain, Benjamin; Zanette, Antonino - In: Decisions in economics and finance : DEF ; a journal of … 31 (2008) 1, pp. 33-49
Persistent link: https://www.econbiz.de/10003771585
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An introduction to options trading
Weert, Frans J. de - 2006
Persistent link: https://www.econbiz.de/10003306103
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A strategic approach to financial options
Bieta, Volker; Broll, Udo; Milde, Hellmuth; Siebe, Wilfried - 2006
To explain the strategic dimension in pricing options, it will be helpful to go back to the heart of the idea behind the concept of an option: options open up the possibility to postpone current decisions to a future point of time. Because of this flexibility additional information and new...
Persistent link: https://www.econbiz.de/10003315148