bibtype |
V -
Research Report
|
ARLID |
0333545 |
utime |
20240103192514.1 |
mtime |
20091215235959.9 |
title
(primary) (eng) |
Neural Networks as Semiparametric Option Pricing Tool |
publisher |
place |
Praha |
name |
ÚTIA AV ČR |
pub_time |
2009 |
|
specification |
|
edition |
name |
Research Report |
volume_id |
2266 |
|
title
(cze) |
Neuronové Sítě jako semiparametrická metoda oceňování opcí |
keyword |
option valuation |
keyword |
neural network |
keyword |
S&P 500 index options |
author
(primary) |
ARLID |
cav_un_auth*0242028 |
name1 |
Baruník |
name2 |
Jozef |
institution |
UTIA-B |
full_dept |
Department of Econometrics |
fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
author
|
ARLID |
cav_un_auth*0257115 |
name1 |
Baruníková |
name2 |
M. |
country |
CZ |
|
cas_special |
project |
project_id |
GA402/09/0965 |
agency |
GA ČR |
ARLID |
cav_un_auth*0253176 |
|
project |
project_id |
GD402/09/H045 |
agency |
GA ČR |
ARLID |
cav_un_auth*0253998 |
|
research |
CEZ:AV0Z10750506 |
abstract
(eng) |
We study the ability of artificial neural networks to price the European style call and put options on the S&P 500 index. |
abstract
(cze) |
Studie schopnosti neuronových sítí odcenit call a put opce na index S&P 500. |
reportyear |
2010 |
RIV |
AH |
permalink |
http://hdl.handle.net/11104/0178497 |
arlyear |
2009 |
mrcbU10 |
2009 |
mrcbU10 |
Praha ÚTIA AV ČR |
|