Learning short-options valuation in presence of rare events


Applications of Physics in Financial Analysis | event contribution
Link to conference: http://www.nbi.dk/APFA/
July 1, 1999 | Trinity College Dublin, Ireland

In this paper, we extend the neural network approach


Authors

Learning short-options valuation in presence of rare events


Applications of Physics in Financial Analysis | event contribution
Link to conference: http://www.nbi.dk/APFA/
July 1, 1999 | Trinity College Dublin, Ireland

In this paper, we extend the neural network approach


Authors