Robust Artificial Neural Networks for Pricing of European Options
| Year of publication: |
2006
|
|---|---|
| Authors: | Andreou, Panayiotis ; Charalambous, Chris ; Martzoukos, Spiros |
| Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 27.2006, 2, p. 329-351
|
| Publisher: |
Society for Computational Economics - SCE |
| Subject: | artificial neural networks | huber function | implied parameters | option pricing & trading | robust estimation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005701662