Work

Pricing financial derivatives with neural networks

Year: 2004

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2004.02.038

Authors: Marco J Morelli, Guido Montagna, Oreste Nicrosini, Michele Treccani, Marco Farina, Paolo Amato

Institutions: Institute for Atomic and Molecular Physics, University of Pavia, Istituto Nazionale di Fisica Nucleare, Sezione di Pavia, STMicroelectronics (Italy)

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1998997782

FWCI: 2.3

Cites: 13

Cited by: 37

Related to: 10