Improving option pricing with the product constrained hybrid neural network

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	465 - 476
Number of pages	12
Journal	IEEE Transactions on Neural Networks
Volume	15
Issue number	2
DOIs	https://doi.org/10.1109/TNN.2004.824265
Publication status	Published - 2004

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title = "Improving option pricing with the product constrained hybrid neural network",

author = "Lajbcygier, \{Paul Richard\}",

year = "2004",

doi = "10.1109/TNN.2004.824265",

language = "English",

volume = "15",

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journal = "IEEE Transactions on Neural Networks",

issn = "1045-9227",

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

number = "2",

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AU - Lajbcygier, Paul Richard

PY - 2004

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U2 - 10.1109/TNN.2004.824265

DO - 10.1109/TNN.2004.824265

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EP - 476

JO - IEEE Transactions on Neural Networks

JF - IEEE Transactions on Neural Networks

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