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Items: 3

1.

Option pricing with modular neural networks.

Gradojevic N, Gençay R, Kukolj D.

IEEE Trans Neural Netw. 2009 Apr;20(4):626-37. doi: 10.1109/TNN.2008.2011130. Epub 2009 Mar 6.

PMID:
19273045
2.

Pricing and hedging derivative securities with neural networks: Bayesian regularization, early stopping, and bagging.

Gençay R, Qi M.

IEEE Trans Neural Netw. 2001;12(4):726-34. doi: 10.1109/72.935086.

PMID:
18249908
3.

Model risk for European-style stock index options.

Gençay R, Gibson R.

IEEE Trans Neural Netw. 2007 Jan;18(1):193-202.

PMID:
17278472

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