Artificial intelligence: pricing and hedging an European option with a neural network
Ferlito, Leonardo (A.A. 2018/2019) Artificial intelligence: pricing and hedging an European option with a neural network. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 109. [Master's Degree Thesis]
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Abstract/Index
Artificial neural networks (ANN). Final considerations on neural networks. European options. Pricing and hedging with NN. Training the network.
References
Bibliografia: pp. 80-83.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77) |
| Chair: | Asset pricing |
| Thesis Supervisor: | Porchia, Paolo |
| Thesis Co-Supervisor: | Pirra, Marco |
| Academic Year: | 2018/2019 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 24 Mar 2020 10:18 |
| Last Modified: | 24 Mar 2020 10:18 |
| URI: | https://tesi.luiss.it/id/eprint/26060 |
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