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Application of neural network algorithms to the problem of option pricing.

Pricing financial derivatives with neural networks

MONTAGNA, GUIDO;TRECCANI, MICHELE;
2004-01-01

Abstract

Application of neural network algorithms to the problem of option pricing.
2004
The Physics category includes resources of a broad, general nature that contain materials from all areas of physics, The category also includes resources specifically concerned with the following physics sub-fields: mathematical physics, particle and nuclear physics, physics of fluids and plasmas, quantum physics, and theoretical physics.
PHYSICA. A
sì
WOS:000222215400023
Sì, ma tipo non specificato
Inglese
Internazionale
STAMPA
338
160
165
6
http://www.sciencedirect.com/science/article/pii/S037843710400233X
6
info:eu-repo/semantics/article
262
Morelli, Marco; Montagna, Guido; Nicrosini, Oreste; Treccani, Michele; Amato, Paolo; Farina, Marco
1 Contributo su Rivista::1.1 Articolo in rivista
none
1.1 Articolo in rivista
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11571/443216
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