𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A cerebellar associative memory approach to option pricing and arbitrage trading

✍ Scribed by S.D. Teddy; E.M.-K. Lai; C. Quek

Book ID
113816032
Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
633 KB
Volume
71
Category
Article
ISSN
0925-2312

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

A simple approach to bond option pricing
A simple approach to bond option pricing
✍ Wei, Jason Z. πŸ“‚ Article πŸ“… 1997 πŸ› John Wiley and Sons 🌐 English βš– 335 KB πŸ‘ 2 views

In the last 15 years or so, tremendous efforts and progress have been made in valuing interest rate sensitive derivative securities. Broadly speaking, two different approaches have been used. Some authors have modeled interest rates in an equilibrium setting and derived bond prices and other interes