Research graph
References from Pricing and hedging derivative securities with neural networks and a homogeneity hint. Local targets link to admitted publications; unresolved targets remain external evidence.
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Learning from hints
10.1006/jcom.1994.1007 · 1994 · External reference
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10.3386/w5351
10.3386/w5351 · External reference
Option valuation with systematic stochastic volatility
10.2307/2329019 · 1993 · External reference
Pricing options in a stochastic interest rate economy
1992 · External reference
The pricing of stock index options in a general equilibrium model
10.2307/2330744 · 1989 · External reference
10.1142/s0129065797000422
10.1142/s0129065797000422 · External reference
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Approximation by superposition of a sigmoidal function
10.1007/bf02551274 · 1989 · External reference
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On the approximate realization of continuous mappings by neural networks
10.1016/0893-6080(89)90003-8 · 1989 · External reference
10.1109/icnn.1988.23903
10.1109/icnn.1988.23903 · External reference
On learning the derivatives of an unknown mapping with multilayer feedforward networks
10.1016/s0893-6080(05)80011-5 · 1992 · External reference
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10.1007/3-540-17943-7_117
10.1007/3-540-17943-7_117 · External reference
Multilayer feedforward networks are universal approximators
10.1016/0893-6080(89)90020-8 · 1989 · External reference
Universal approximation of an unknown mapping and its derivatives using multilayer feedforward networks
10.1016/0893-6080(90)90005-6 · 1990 · External reference
Visual pattern recognition by moment invariants
10.1109/tit.1962.1057692 · 1962 · External reference
The pricing of options on assets with stochastic volatilities
10.2307/2328253 · 1987 · External reference
A nonparametric approach to pricing and hedging derivative securities via learning network
10.2307/2329209 · 1994 · External reference
10.2139/ssrn.1734765
10.2139/ssrn.1734765 · External reference
Artificial neural networks: an econometric perspective
10.1080/07474939408800273 · 1994 · External reference
10.1016/s0169-7161(96)14015-3
10.1016/s0169-7161(96)14015-3 · External reference
Rational theory of option pricing
10.2307/3003143 · 1973 · External reference
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A model-selection approach to assessing the information in the term structure using linear models and artificial neural networks
10.2307/1392186 · 1995 · External reference
A simple approach to interest-rate option pricing
10.1093/rfs/4.1.87 · 1991 · External reference
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