Institute of Information Systems Research Institute Team Prof. Breitner Publications
Real-Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks

Publications

Real-Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks

Categories Gute Zeitschriften (JourQual 3 „B“ und „C" (2015), 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