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Pricing derivatives by path integral and neural networks
10 references·0 citing·27 second hop
Pricing derivatives by path integral and neural networks (2003)Pricing derivatives by path integral and …“Options, Futures, and Other Derivatives” (2016)“Options, Futures, and Other …A Path Integral Way to Option Pricing (2014)A Path Integral Way to Option…Options, Futures and Other Derivatives (2003)Options, Futures and Other De…A path integral way to option pricing (2002)A path integral way to option…A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING II: NUMERICAL METHODS (2002)A PATH INTEGRAL APPROACH TO D…A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING I: FORMALISM AND ANALYTICAL RESULTS (1999)A PATH INTEGRAL APPROACH TO D…A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks (1994)A Nonparametric Approach to P…A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks (1994)A Nonparametric Approach to P…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…An equilibrium characterization of the term structure (1977)Options, Futures, and Other Derivative Securities. (1990)High-Resolution Path-Integral Development of Financial Options (1999)The Pricing of Options on Assets with Stochastic Volatilities (1987)Applications of δ-function perturbation to the pricing of derivative securities (2004)Pricing exotic options in a path integral approach (2006)Path integral approach to Asian options in the Black–Scholes model (2009)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Theory of rational option pricing (2005)A Theory of the Term Structure of Interest Rates (1985)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Pricing financial derivatives with neural networks (2004)An Engine, Not a Camera (2006)Facts and Fantasies about Commodity Futures (2006)Introductory Econometrics for Finance (2008)Arbitrage Theory in Continuous Time (1998)A critical review on supply chain risk – Definition, measure and modeling (2014)Regularization Neural Network for Construction Cost Estimation (1998)Forecasting exchange rates using general regression neural networks (2000)Pricing and hedging derivative securities with neural networks and a homogeneity hint (2000)Option pricing: A simplified approach (1979)Predicting US recessions with leading indicators via neural network models (2001)A hybrid model for exchange rate prediction (2005)Nonlinear neural network forecasting model for stock index option price: Hybrid GJR–GARCH approach (2007)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2016“Options, Futures, and Other Derivatives”5,007 cited
  • 2003Options, Futures and Other Derivatives3,864 cited
  • 1994A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks239 cited
  • 1994A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks156 cited
  • 1999A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING I: FORMALISM AND ANALYTICAL RESULTS54 cited
  • 2002A path integral way to option pricing33 cited
  • 2014A Path Integral Way to Option Pricing30 cited
  • 2002A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING II: NUMERICAL METHODS23 cited

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