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A neural network versus Black‐Scholes: a comparison of pricing and hedging performances. Henrik Amilon. Journal of Forecasting 22 (4) 2003, 317‐335
Publication year - 2003
Publication title -
journal of forecasting
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.543
H-Index - 59
eISSN - 1099-131X
pISSN - 0277-6693
DOI - 10.1002/for.880
Subject(s) - citation , black–scholes model , computer science , actuarial science , financial economics , economics , library science , volatility (finance)
The orginal article to which this Erratum refers was published in Journal of Forecasting 22 (4) 317–335.