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Volumn 3973 LNCS, Issue , 2006, Pages 491-497

A novel learning network for option pricing with confidence interval information

Author keywords

[No Author keywords available]

Indexed keywords

COSTS; MATHEMATICAL MODELS; NEURAL NETWORKS; NUMERICAL ANALYSIS;

EID: 33745892369     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/11760191_72     Document Type: Conference Paper
Times cited : (3)

References (12)
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    • Bakshi, G., Cao, C., Chen, Z.: Empirical Performance of Alternative Option-Pricing Models. The Journal of Finance 52(5) (1997) 2003-2049
    • (1997) The Journal of Finance , vol.52 , Issue.5 , pp. 2003-2049
    • Bakshi, G.1    Cao, C.2    Chen, Z.3
  • 2
    • 24944432383 scopus 로고    scopus 로고
    • Efficient option pricing via a globally regularized neural network
    • Choi, H.-J., Lee, D., Lee, J.: Efficient Option Pricing via a Globally Regularized Neural Network . Lecture Notes in Computer Science 3174 (2005) 988-993
    • (2005) Lecture Notes in Computer Science , vol.3174 , pp. 988-993
    • Choi, H.-J.1    Lee, D.2    Lee, J.3
  • 3
    • 0035391107 scopus 로고    scopus 로고
    • Pricing and hedging derivative securities with neural networks: Bayesian regularization, early stopping, and begging
    • Gencay, R., and Qi, M.: Pricing and hedging derivative securities with neural networks: Bayesian regularization, early stopping, and begging. IEEE Transactions on Neural Networks 12(4) (2001) 726-734
    • (2001) IEEE Transactions on Neural Networks , vol.12 , Issue.4 , pp. 726-734
    • Gencay, R.1    Qi, M.2
  • 6
    • 84993911657 scopus 로고
    • A nonparametric approach to pricing and hedging derivative securities via learning networks
    • Hutchinson, J.M., Lo, A.W., Poggio, T.: A Nonparametric Approach to Pricing and Hedging Derivative Securities via Learning Networks. Journal of Finance 49 (1994) 851-889
    • (1994) Journal of Finance , vol.49 , pp. 851-889
    • Hutchinson, J.M.1    Lo, A.W.2    Poggio, T.3
  • 7
    • 15044340805 scopus 로고    scopus 로고
    • Literature review: The problem with modern parametric option pricing
    • Lajbcygier, P.: Literature Review: The Problem with Modern Parametric Option Pricing. Journal of Computational Intelligence in Finance 7(5) (1999) 6-23
    • (1999) Journal of Computational Intelligence in Finance , vol.7 , Issue.5 , pp. 6-23
    • Lajbcygier, P.1
  • 8
  • 9
    • 0003611509 scopus 로고    scopus 로고
    • Bayesian learning for neural networks
    • Springer-Verlag, New York
    • Neal, R.M.: Bayesian Learning for Neural Networks. Lecture Notes in Statistics Springer-Verlag, New York (1996)
    • (1996) Lecture Notes in Statistics
    • Neal, R.M.1
  • 10
    • 0002628667 scopus 로고    scopus 로고
    • Regression and classification using Gaussian process priors
    • Neal, R.M.: Regression and Classification Using Gaussian Process Priors. Bayesian Statistics 6 (1998) 465-501
    • (1998) Bayesian Statistics , vol.6 , pp. 465-501
    • Neal, R.M.1
  • 12
    • 85072768928 scopus 로고
    • Gaussian processes for regression
    • Williams, C.K.I., Rasmussen, C.E.: Gaussian Processes for Regression. NIPS 8 (1995) 514-520
    • (1995) NIPS , vol.8 , pp. 514-520
    • Williams, C.K.I.1    Rasmussen, C.E.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.