|
|
|
Nikola Gradojevic, Dragan Kukolj, Ramazan Gencay
Pág. 109 - 128
This paper reviews the recent option pricing literature and investigates how clustering and classification can assist option pricing models. Specifically, we consider non-parametric modular neural network (MNN) models to price the S&P-500 European call o...
ver más
|
|
|