A Nonparametric Approach to Pricing Options Learning Networks
نویسندگان
چکیده
منابع مشابه
A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks
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 when the underlying asset's price dynamics are unknown, or when the pricing equation associated with t...
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ژورنال
عنوان ژورنال: Southeast Europe Journal of Soft Computing
سال: 2014
ISSN: 2233-1859
DOI: 10.21533/scjournal.v3i1.18