Digital contracts-driven method for pricing complex derivatives

DOI10.1057/PALGRAVE.JORS.2601597zbMATH Open1095.90606OpenAlexW2013804137MaRDI QIDQ4661180

Jun Lu, Hiroshi Ohta

Publication date: 4 April 2005

Published in: The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/palgrave.jors.2601597

zbMATH Keywords

neural networksoption pricingfinancedigital contracts

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59)

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