Pricing and Hedging Derivative Securities with Neural Networks and a Homogeneity Hint *

@inproceedings{Garcia1998PricingAH,
  title={Pricing and Hedging Derivative Securities with Neural Networks and a Homogeneity Hint *},
  author={Ren{\'e} Garcia and Ramazan Gencay},
  year={1998}
}
CIRANO is a private non-profit organization incorporated under the Québec Companies Act. Its infrastructure and research activities are funded through fees paid by member organizations, an infrastructure grant from the Ministère de l=Industrie, du Commerce, de la Science et de la Technologie, and grants and research mandates obtained by its research teams. The Scientific Series fulfils one of the missions of CIRANO: to develop the scientific analysis of organizations and strategic behaviour… CONTINUE READING

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Improving non-parametric option pricing during the financial crisis

2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) • 2012
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