Number of the records: 1
Neural Networks as Semiparametric Option Pricing Tool
- 1.0367688 - ÚTIA 2012 RIV CZ eng J - Journal Article
Baruník, Jozef - Baruníková, M.
Neural Networks as Semiparametric Option Pricing Tool.
Bulletin of the Czech Econometric Society. Roč. 18, č. 28 (2011), s. 66-83. ISSN 1212-074X
R&D Projects: GA ČR GD402/09/H045; GA ČR GA402/09/0965
Grant - others:GA ČR(CZ) GA402/09/0732
Institutional research plan: CEZ:AV0Z10750506
Keywords : option valuation * neural network * S&P 500 index options
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2011/E/barunik-0367688.pdf
Permanent Link: http://hdl.handle.net/11104/0202275
Number of the records: 1