Risk-neutral density extraction from option prices : improved pricing with mixture density networks
Year of publication: |
2000-08-01
|
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Authors: | Schittenkopf, Christian ; Dorffner, Georg |
Published in: | |
Publisher: |
Institut für Informationsverarbeitung und -wirtschaft <Wien> |
Subject: | Optionspreistheorie | Neuronales Netz |
Extent: | 416768 bytes 20 p. application/pdf |
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Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Subject matter and research method of business administration ; Financial theory ; Individual Reports, Studies ; No country specification |
Source: | USB Cologne (business full texts) |
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