Institute of Information Systems Research Forschung Publikationen
Real-Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks

Publikationen des Institutes für Wirtschaftsinformatik

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