Improved Option Pricing Using Bootstrap Methods

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › Research › peer-review

Original language	English
Title of host publication	Proceedings of the 1997 IEEE International Conference on Neural Networks
Place of Publication	New Jersey USA
Publisher	IEEE, Institute of Electrical and Electronics Engineers
Pages	2193 - 2197
Number of pages	5
Publication status	Published - 1997
Event	IEEE International Joint Conference on Neural Networks 1997 - Houston, United States of America Duration: 1 Jun 1997 → 1 Jun 1997

Conference	IEEE International Joint Conference on Neural Networks 1997
Abbreviated title	IJCNN 1997
Country/Territory	United States of America
City	Houston
Period	1/06/97 → 1/06/97

Cite this

@inproceedings{e05c82e40b0845ad999b032b8ed9fb80,

title = "Improved Option Pricing Using Bootstrap Methods",

author = "Lajbcygier, {Paul R} and Connor, {Jerry T}",

year = "1997",

language = "English",

pages = "2193 -- 2197",

booktitle = "Proceedings of the 1997 IEEE International Conference on Neural Networks",

publisher = "IEEE, Institute of Electrical and Electronics Engineers",

address = "United States of America",

note = "IEEE International Joint Conference on Neural Networks 1997, IJCNN 1997 ; Conference date: 01-06-1997 Through 01-06-1997",

}

TY - GEN

T1 - Improved Option Pricing Using Bootstrap Methods

AU - Lajbcygier, Paul R

AU - Connor, Jerry T

PY - 1997

Y1 - 1997

M3 - Conference Paper

SP - 2193

EP - 2197

BT - Proceedings of the 1997 IEEE International Conference on Neural Networks

PB - IEEE, Institute of Electrical and Electronics Engineers

CY - New Jersey USA

T2 - IEEE International Joint Conference on Neural Networks 1997

Y2 - 1 June 1997 through 1 June 1997

ER -