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Neural Networks as Semiparametric Option Pricing Tool
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SYSNO 0367688 Title Neural Networks as Semiparametric Option Pricing Tool Author(s) Baruník, Jozef (UTIA-B) [E] RID, ORCID
Baruníková, M. (CZ)Source Title Bulletin of the Czech Econometric Society. Roč. 18, č. 28 (2011), s. 66-83 Document Type Článek v odborném periodiku Grant GA402/09/0732, CZ - Czech Republic GD402/09/H045 GA ČR - Czech Science Foundation (CSF) GA402/09/0965 GA ČR - Czech Science Foundation (CSF) CEZ AV0Z10750506 - UTIA-B (2005-2011) Language eng Country CZ Keywords option valuation * neural network * S&P 500 index options URL http://library.utia.cas.cz/separaty/2011/E/barunik-0367688.pdf Permanent Link http://hdl.handle.net/11104/0202275
Number of the records: 1