A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks
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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
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美国国家经济研究局创建时间：
1994-04-01
