Ein neuronales Netz zur nichtlinearen Volatilitätsschätzung
Bernd Freisleben und Klaus Ripper
| Year of publication: |
1997
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|---|---|
| Authors: | Freisleben, Bernd |
| Other Persons: | Ripper, Klaus (contributor) |
| Published in: |
Selected papers of the Symposium on Operations Research (SOR'96) : Braunschweig, September 3 - 6, 1996. - Berlin [u.a.] : Springer, ISBN 3-540-62630-1. - 1997, p. 433-438
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| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Neuronale Netze | Neural networks | Zinsderivat | Interest rate derivative | Theorie | Theory | Deutschland | Germany |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | German |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001320977