Real‐Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks (Q4687520)
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scientific article; zbMATH DE number 6952430
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Real‐Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks |
scientific article; zbMATH DE number 6952430 |
Statements
Real‐Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks (English)
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12 October 2018
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delta-hedging
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high-frequency data
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Black model
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model-free pricing approach
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