Robust artificial neural networks for pricing of European options (Q853592)
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scientific article; zbMATH DE number 5073619
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust artificial neural networks for pricing of European options |
scientific article; zbMATH DE number 5073619 |
Statements
Robust artificial neural networks for pricing of European options (English)
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17 November 2006
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artificial neural networks
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Huber function
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implied parameters
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option pricing \& trading
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robust estimation
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0.9333103
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0.92760843
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0.9137316
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0.9112157
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0.90534055
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0.90439934
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0.9042523
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