Pricing and hedging derivative securities with neural networks and a homogeneity hint
| Year of publication: |
2000
|
|---|---|
| Authors: | Garcia, Rene ; Gencay, Ramazan |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 94.2000, 1-2, p. 93-115
|
| Publisher: |
Elsevier |