Work

A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks

Year: 1994

Type: article

Source: The Journal of Finance

DOI: 10.2307/2329209

Authors: James M. Hutchinson, Andrew W. Lo, Tomaso Poggio

Institution: Massachusetts Institute of Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Science Foundation, Massachusetts Institute of Technology, Harvard Business School, Siemens, Office of Naval Research

Awards: High Performance Computing for Learning, G7407884558, G8876996369

OpenAlex ID: W2889626940

FWCI: 9.543

Cites: 21

Cited by: 156

Related to: 10