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Title: | Volatility smile extrapolation with an artificial neural network |
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Author: | Richter, Mark Michael |
Other authors: | Universitat Oberta de Catalunya |
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Publication date: | 2013-01-15 |
Subject(s): | -volatility smile -neural network -xarxa neural -red neural -sonrisa de volatilidad -somriure de volatilitat -Neural networks (Computer science) -Xarxes neuronals (Informàtica) -Redes neuronales (Informática) |
Rights: | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
Document type: | Bachelor thesis |
Published by: | Universitat Oberta de Catalunya |
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