SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Pricing derivatives by path integral and neural networks · Study

ArticleShelves

ArticlePricing derivatives by path integral and neural networks

Guido Montagna A2003

OA

Articlegreen2003

Pricing derivatives by path integral and neural networks

Guido Montagna A · Marco J. Morelli · O. Nicrosini · Paolo Amato · Marco Farina

20 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Stock Market Forecasting Methods Model Reduction and Neural Networks

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 20 citations exist upstream.

References

1973The Pricing of Options and Corporate Liabilities 1973Theory of Rational Option Pricing 2016“Options, Futures, and Other Derivatives”2003Options, Futures and Other Derivatives 1994A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks 1994A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks 1999A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING I: FORMALISM AND ANALYTICAL RESULTS 2002A path integral way to option pricing

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2004Pricing financial derivatives with neural networksarticle · 6 shared references 2006Pricing exotic options in a path integral approacharticle · 6 shared references 2007A hybrid option pricing model using a neural network for estimating volatilityarticle · 6 shared references 2014A Path Integral Way to Option Pricingarticle · 5 shared references 2009Path integral approach to Asian options in the Black–Scholes modelarticle · 5 shared references 2012A Survey of Systemic Risk Analyticspreprint · 4 shared references

Details

Year2003

Typearticle

Published2003-04-30

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations20

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1016/s0378-4371(02)01907-6

openalex_workW2071889599

Links

Imported from OpenAlex (CC0) — nothing here is generated.