Neural Networks as Semiparametric Option Pricing Tool
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F11%3A10100612" target="_blank" >RIV/00216208:11230/11:10100612 - isvavai.cz</a>
Alternative codes found
RIV/67985556:_____/11:00367688
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Neural Networks as Semiparametric Option Pricing Tool
Original language description
We study the ability of arti cial neural networks to price the European style call and put options
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)<br>S - Specificky vyzkum na vysokych skolach
Others
Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Bulletin of the Czech Econometric Society
ISSN
1212-074X
e-ISSN
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Volume of the periodical
18
Issue of the periodical within the volume
28
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
18
Pages from-to
66-83
UT code for WoS article
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EID of the result in the Scopus database
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