Multi-criteria classification for pricing European options
Nikola Gradojevic
| Year of publication: |
2016
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|---|---|
| Authors: | Gradojevic, Nikola |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 20.2016, 2, p. 123-139
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| Subject: | classification | implied volatility | neural networks | non-parametric methods | option pricing | Neuronale Netze | Neural networks | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Klassifikation | Classification | Optionsgeschäft | Option trading | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Black-Scholes-Modell | Black-Scholes model | Index-Futures | Index futures | Nichtparametrisches Verfahren | Nonparametric statistics |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2014-0094 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011507441