A nonparametric approach to pricing and hedging derivative securities via learning networks
By: James M. Hutchinson, Andrew W. Lo, Tomaso Poggio.
Contributors: Lo, Andrew W.; Poggio, Tomaso.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 4718; Working paper series (National Bureau of Economic Research) -- working paper no. 4718.
Publisher: National Bureau of Economic Research
Published: 1994
Place of publication: Cambridge, MA
Language: eng
Number of pages: 49
Subjects: Options (Finance) -- Econometric models.; Futures -- Econometric models.; Derivative securities -- Econometric models.; Finance -- Mathematical models.
Notes: Research supported by an ARPA AASERT grant administered under the Office of Naval Research contract N00014-92-J-1879. Additional support by the Office of Naval Research contract N00014-93-1-0385 and the National Science Foundation contract ASC-9217041.

"April 1994."

Includes bibliographical references (p. 47-49).

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