| 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 |
|