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A neural network versus black-scholes : a comparison of pricing and hedging performances
Amilon, Henrik - In: Journal of forecasting 22 (2003) 4, pp. 317-335
Persistent link: https://www.econbiz.de/10001775829
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Optionsbewertung mit neuronalen Netzen
Hanke, Michael - 1998
Persistent link: https://www.econbiz.de/10012699740
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Improving the pricing of options : a neural network approach
Anders, Ulrich; Korn, Olaf; Schmitt, Christian - 1996
Persistent link: https://www.econbiz.de/10013428061
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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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Echtzeit-Bewertung von Optionen mit Marktpreisen durch Web-Mining und Neurosimulation
Bartels, Patrick - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003699790
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Put-call-futures parity pricing in Australia
English, John W. - 1993 - 2. draft
Persistent link: https://www.econbiz.de/10000889533
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Contigent claim valuation in a market with a higher interest rate for borrowing than for lending
Korn, Ralf - 1993
Persistent link: https://www.econbiz.de/10000890764
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Zeitreihenanalyse von Optionsscheinpreisen zur Beurteilung von Kurschancen und -risiken
Hehn, Elisabeth - 1994
Persistent link: https://www.econbiz.de/10000893910
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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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Average interest
Chacko, George; Das, Sanjiv R. - 1997
Persistent link: https://www.econbiz.de/10000630555