"Risk-neutral density extraction from option prices: improved pricing with ..."

Christian Schittenkopf, Georg Dorffner (2001)

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DOI: 10.1109/72.935085

access: closed

type: Journal Article

metadata version: 2020-05-30

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Christian Schittenkopf, Georg Dorffner:
Risk-neutral density extraction from option prices: improved pricing with mixture density networks. IEEE Trans. Neural Networks 12(4): 716-725 (2001)

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