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A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks
1 references·16 citing·47 second hop
A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks (1994)A Nonparametric Approach to Pricing and H…Options, Futures, and Other Derivative Securities. 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this work references cited by second hop

References

  • 1990Options, Futures, and Other Derivative Securities.1,227 cited

Cited by

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  • 2009

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The three-factor model and artificial neural networks: predicting stock price movement in China
52 cited
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  • 2004Improving Option Pricing With the Product Constrained Hybrid Neural Network40 cited