Open AccessA Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks
Author(s) -
James Hutchinson,
Andrew W. Lo,
Tomaso Poggio
Publication year - 1994
Language(s) - English
Resource type - Reports
DOI - 10.3386/w4718
Subject(s) - derivative (finance) , nonparametric statistics , financial economics , econometrics , business , actuarial science , economics , computer science