carneym's options [11 articles] Export

Recent papers added to carneym's library classified by the tag options. You can also see everyone's options.

	Recovering an Asset's Implied PDF from Option Prices: An Application to Crude Oil during the Gulf Crisis [My Copy] The Journal of Financial and Quantitative Analysis, Vol. 32, No. 1. (1997), pp. 91-115. by William R. Melick, Charles P. Thomas posted to options by carneym on 2005-05-23 15:11:19 as
	The Pricing of Options and Corporate Liabilities [My Copy] The Journal of Political Economy, Vol. 81, No. 3. (1973), pp. 637-654. by Fischer Black, Myron Scholes posted to applications options by carneym on 2005-05-18 15:39:59 as along with 19 people and 2 groups larskaiser mdengler gi0rgi0ne yanshanxiao snax brian klouie homeizhang kokoro1981 joeionnojitsu wreckademik syoyo danfcook alexv trivial81 chris_gpu KenM skheller quianominorleo Glimcher_Lab GPGPU
	Risk-neutral density extraction from option prices: improved pricing with mixture density networks [My Copy] Neural Networks, IEEE Transactions on, Vol. 12, No. 4. (2001), pp. 716-725. by C. Schittenkopf, G. Dorffner posted to options by carneym on 2005-05-16 17:15:48 as
	Improving option pricing with the product constrained hybrid neural network [My Copy] Neural Networks, IEEE Transactions on, Vol. 15, No. 2. (2004), pp. 465-476. by P. Lajbcygier posted to options by carneym on 2005-05-16 17:14:58 as
	Forecasting volatility with neural regression: A contribution to model adequacy [My Copy] Neural Networks, IEEE Transactions on, Vol. 12, No. 4. (2001), pp. 850-864. by A. Refenes, W. Holt posted to options by carneym on 2005-05-16 17:14:31 as
	Pricing and hedging derivative securities with neural networks: Bayesian regularization, early stopping, and bagging [My Copy] Neural Networks, IEEE Transactions on, Vol. 12, No. 4. (2001), pp. 726-734. by R. Gencay, Min Qi posted to options by carneym on 2005-05-16 16:45:31 as
	Evolutionary computation and the vega risk of American put options [My Copy] Neural Networks, IEEE Transactions on, Vol. 12, No. 4. (2001), pp. 704-715. by C. Keber, M. Schuster posted to options by carneym on 2005-05-16 16:39:29 as
	Regression methods for pricing complex American-style options [My Copy] Neural Networks, IEEE Transactions on, Vol. 12, No. 4. (2001), pp. 694-703. by J. Tsitsiklis, B. Van Roy posted to options by carneym on 2005-05-16 16:39:16 as
	The equivalent martingale measure: an introduction to pricing using expectations [My Copy] Neural Networks, IEEE Transactions on, Vol. 12, No. 4. (2001), pp. 684-693. by M. Magdon-Ismail posted to options by carneym on 2005-05-16 16:38:39 as
	Comparative study of stock trend prediction using time delay, recurrent and probabilistic neural networks [My Copy] Neural Networks, IEEE Transactions on, Vol. 9, No. 6. (1998), pp. 1456-1470. by E. Saad, D. Prokhorov, D. Wunsch posted to options by carneym on 2005-05-16 16:38:09 as along with 2 people eolmedo zhengzhong
	Neural networks in financial engineering: a study in methodology [My Copy] Neural Networks, IEEE Transactions on, Vol. 8, No. 6. (1997), pp. 1222-1267. by A. Refenes, A. Burgess, Y. Bentz posted to options by carneym on 2005-05-16 16:37:31 as along with 1 person chaikorn

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surf	26
applications	13
options	11
finance	10
forecasting	9
evaluation	8
pit	8
probability	2
quantile	2
boosting	1
ensemble	1
inverse	1
legal	1
macroeconomic	1
mdn	1
merger	1
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carneym's options [11 articles] Export

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