Pricing and hedging derivative securities with neural networks and a homogeneity hint

Journal of Econometrics

Volumn 94, Issue 1-2, 2000, Pages 93-115

  Garcia, René ^a   Gençay, Ramazan ^b  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

^b UNIVERSITY OF WINDSOR   (Canada)

Author keywords

Feedforward networks; Homogeneity hint; Nonparametric methods; Option pricing

Indexed keywords

EID: 0002347308     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(99)00018-4     Document Type: Article

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