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