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Régularisation du prix des options : Stacking

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  • Olivier Bardou
  • Yoshua Bengio

Abstract

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Suggested Citation

  • Olivier Bardou & Yoshua Bengio, 2002. "Régularisation du prix des options : Stacking," CIRANO Working Papers 2002s-44, CIRANO.
    • Handle: RePEc:cir:cirwor:2002s-44
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    File URL: https://cirano.qc.ca/files/publications/2002s-44.pdf
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    References listed on IDEAS

    as
    1. Hutchinson, James M & Lo, Andrew W & Poggio, Tomaso, 1994. "A Nonparametric Approach to Pricing and Hedging Derivative Securities via Learning Networks," Journal of Finance, American Finance Association, vol. 49(3), pages 851-889, July.
    2. Garcia, Rene & Gencay, Ramazan, 2000. "Pricing and hedging derivative securities with neural networks and a homogeneity hint," Journal of Econometrics, Elsevier, vol. 94(1-2), pages 93-115.
    Full references (including those not matched with items on IDEAS)

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