Catalog Record: A nonparametric approach to pricing and hedging derivative securities via learning networks | HathiTrust Digital Library

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A nonparametric approach to pricing and hedging derivative securities via learning networks /
James M. Hutchinson, Andrew W. Lo, Tomaso Poggio.

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Main Author: Hutchinson, James M.
Related Names: Poggio, Tomaso. , Lo, Andrew W.
Language(s): English
Published: Cambridge, MA : National Bureau of Economic Research, [1994]
Subjects: Finance > Finance / Mathematical models.
Derivative securities > Derivative securities / Econometric models.
Futures > Futures / Econometric models.
Options (Finance) > Options (Finance) / Econometric models.
Note: "April 1994."
Research supported by an ARPA AASERT grant administered under the Office of Naval Research contract N00014-92-J-1879. Additional support by the Office of Naval Research contract N00014-93-1-0385 and the National Science Foundation contract ASC-9217041.
Physical Description: 49 p. : ill. ; 22 cm.
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