Computational methods in finance: Option pricing

被引：4
|
作者：
Barucci, E
Landi, L
Cherubini, U
机构：
[1] BANCA COMMERCIALE ITALIANA,FORECASTING & RISK MANAGEMENT RES UNIT,MILAN,ITALY
[2] UNIV FLORENCE,DEPT SYST & INFORMAT,FLORENCE,ITALY
来源：
IEEE COMPUTATIONAL SCIENCE & ENGINEERING | 1996年 / 3卷 / 01期
关键词：
D O I：
10.1109/99.486762
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
A number of computational methods familiar to scientists and engineers are now heavily used in today's financial markets. This discussion covers the history and the state of the art for one branch of computational finance. It also explains why neural networks show special promise in setting correct prices for options.
引用
收藏
页码：66 / 80
页数：15
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