Pricing and Hedging Derivative Securities with Neural Networks and a Homogeneity Hint
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- Garcia, Rene & Gencay, Ramazan, 2000. "Pricing and hedging derivative securities with neural networks and a homogeneity hint," Journal of Econometrics, Elsevier, vol. 94(1-2), pages 93-115.
References listed on IDEAS
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Keywords
Option pricing; nonparametric methods; feedforward networks; homogeneity hint; Prix d'options; méthodes non paramétriques; réseaux de neurones; homogénéité;All these keywords.
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