Improving the pricing of options : a neural network approach
Ulrich Anders; Olaf Korn; Christian Schmitt
| Year of publication: |
1996
|
|---|---|
| Authors: | Anders, Ulrich ; Korn, Olaf ; Schmitt, Christian |
| Publisher: |
Mannheim : ZEW |
| Subject: | Optionspreistheorie | Option pricing theory | Neuronale Netze | Neural networks | Theorie | Theory | Schätzung | Estimation | Deutschland | Germany |
| Extent: | 18 S. graph. Darst. |
|---|---|
| Series: | Discussion paper. - Mannheim : ZEW, ZDB-ID 1198556-2. - Vol. 96,04 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 17 - [19] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013428061