Work

Pricing and Hedging Short Sterling Options Using Neural Networks

Year: 2012

Type: article

Source: Intelligent systems in accounting, finance and management/Intelligent systems in accounting, finance & management

DOI: 10.1002/isaf.336

Authors: Fei Chen, Charles Sutcliffe

Institutions: ICMA Centre, University of Reading

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W177689128

FWCI: 3.191

Cites: 94

Cited by: 20

Related to: 10