## Abstract An Erratum has been published for this article in Journal of Forecasting 22(6‐7) 2003, 551 The Black–Scholes formula is a well‐known model for pricing and hedging derivative securities. It relies, however, on several highly questionable assumptions. This paper examines whether a neural
✦ LIBER ✦
A neural network versus Black–Scholes: a comparison of pricing and hedging performances
✍ Scribed by Henrik Amilon
- Book ID
- 102214163
- Publisher
- John Wiley and Sons
- Year
- 2003
- Tongue
- English
- Weight
- 129 KB
- Volume
- 22
- Category
- Article
- ISSN
- 0277-6693
- DOI
- 10.1002/for.867
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## Abstract The orginal article to which this Erratum refers was published in __Journal of Forecasting__ **22**(4) 317–335.
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