Real-Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks
Categories |
Gute Zeitschriften (JourQual 4 „B“ und „C" (2024), oder vergleichbar) |
Year | 2014 |
Authors | Christian v. Spreckelsen; Hans-Jörg von Mettenheim; Michael H. Breitner |
Published in | Journal of Forecasting |
Description
File | Abstract (PDF, 49 KB) |
DOI | 10.1002/for.2311 |