Narrow search
Showing 1 - 4 of 4
Cover Image
PRICING AND HEDGING SHORT STERLING OPTIONS USING NEURAL NETWORKS
Chen, Fei; Sutcliffe, Charles - In: International journal of intelligent systems in … 19 (2012) 2, pp. 128-150
Persistent link: https://www.econbiz.de/10009979586
Cover Image
Better cross hedges with composite hedging? Hedging equity portfolios using financial and commodity futures
Chen, Fei; Sutcliffe, Charles - In: The European journal of finance 18 (2012) 6, pp. 575-596
Persistent link: https://www.econbiz.de/10009980920
Cover Image
A MARKOV-SWITCHING MULTI-FRACTAL INTER-TRADE DURATION MODEL, WITH APPLICATION TO U.S. EQUITIES
Chen, Fei; Diebold, Francis X; Schorfheide, Frank - 2012
Persistent link: https://www.econbiz.de/10009987405
Cover Image
Pricing and hedging short sterling options using neural networks
Chen, Fei; Sutcliffe, Charles - In: Intelligent systems in accounting finance and … 19 (2012) 2, pp. 128-149
Persistent link: https://www.econbiz.de/10010005093