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Capturing implied volatility with neural nets as a basis for options pricing and delta hedging
Academic Article
Overview
Additional Document Info
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Overview
authors
Mostafa, F
Dillon, T
Chang, E
status
published
publication date
2016
has subject area
Energy
(Science Metrix)
published in
Engineering Intelligent Systems for Electrical Engineering and Communications
Journal
Additional Document Info
Publisher
CRL Publishing
start page
41
end page
52
volume
24
issue
1