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Pricing and hedging derivative securities with neural networks and a homogeneity hint
Garcia, René; Gençay, Ramazan - In: Journal of econometrics 94 (2000) 1/2, pp. 93-115
Persistent link: https://www.econbiz.de/10001437747
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Closed form integration of artificial neural networks with some applications to finance
Gottschling, Andreas; Häfke, Christian; White, Halbert - 1999
Persistent link: https://www.econbiz.de/10001441307
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A Bayesian approach for constructing implied volatility surfaces through neural networks
Avellaneda, Marco; Carelli, A.; Stella, F. - In: The journal of computational finance 4 (2000) 1, pp. 83-107
Persistent link: https://www.econbiz.de/10001528165
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Feature extraction with hybrid neural networks
Wegmann, Georg - 2000
Persistent link: https://www.econbiz.de/10001522926
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Modelling market volatilities : the neural network perspective
González Miranda, Fernando - In: The European journal of finance 3 (1997) 2, pp. 137-157
Persistent link: https://www.econbiz.de/10001224328
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Optionsbewertung mit neuronalen Netzen
Hanke, Michael - 1998
Persistent link: https://www.econbiz.de/10000988268
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On the network size for neuro-based stock option forecasting system : experimental evaluation
Dohi, Tadashi - In: Stochastic modelling in innovative manufacturing : …, (pp. 337-347). 1997
Persistent link: https://www.econbiz.de/10001319849
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Ein neuronales Netz zur nichtlinearen Volatilitätsschätzung
Freisleben, Bernd - In: Selected papers of the Symposium on Operations Research …, (pp. 433-438). 1997
Persistent link: https://www.econbiz.de/10001320977
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Improving the pricing of options : a neural network approach
Anders, Ulrich; Korn, Olaf; Schmitt, Christian - In: Journal of forecasting 17 (1998) 5/6, pp. 369-388
Persistent link: https://www.econbiz.de/10001363176
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A neural network versus black-scholes : a comparison of pricing and hedging performances
Amilon, Henrik - 2001
Persistent link: https://www.econbiz.de/10001567691