Valuing and Hedging American Put Options Using Neural Networks
| Year of publication: |
1994-12
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| Authors: | Kelly, David ; Shorish, Jamsheed |
| Institutions: | Carnegie Mellon University, Tepper School of Business |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10005029088