Pricing Chinese warrants using artificial neural networks coupled with Markov regime switching model
David Liu and Lei Zhang
| Year of publication: |
2012
|
|---|---|
| Authors: | Liu, David ; Zhang, Lei |
| Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 2.2011, 4, p. 314-330
|
| Subject: | Neuronale Netze | Neural networks | Markov-Kette | Markov chain | China | Theorie | Theory | Prognoseverfahren | Forecasting model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009528838