A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks
收藏NBER1994-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w4718
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资源简介：
We propose a nonparametric method for estimating the pricing formula of a derivative asset using learning networks. Although not a substitute for the more traditional arbitrage-based pricing formulas, network pricing formulas may be more accurate and computationally more efficient alternatives when
提供机构：
美国国家经济研究局
创建时间：
1994-04-01
