Option Pricing, Hedging and Arbitrage: Artificial Intelligent Applications

博士 === 國立交通大學 === 資訊管理所 === 92 === Neural networks have the ability of learning and performing high-speed calculations. Also with its parallel processing and tolerance of faults, its prediction ability has become quite outstanding. Although most literature is available on options pricing via neutral...

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Bibliographic Details
Main Authors: Chih-Liang Chang, 張志良
Other Authors: An-Pin Chen
Format: Others
Language:zh-TW
Published: 2003
Online Access:http://ndltd.ncl.edu.tw/handle/45583225664852933194