Back to search

A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks

Data up to Jan 2025

Published1994
Citations726
References43

Total Citations Per Year

Abstract

References (43)

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

Multilayer feedforward networks are universal approximators

1989 • 18,606 citations

Parallel Distributed Processing: Explorations in the Microstructure of Cognition: Foundations

1986 • 15,232 citations

Parallel Distributed Processing

1986 • 14,631 citations

Approximation by superpositions of a sigmoidal function

1989 • 12,384 citations

Multilayer feedforward networks are universal approximators

1989 • 9,696 citations

Advances in Neural Information Processing Systems 19

2007 • 9,326 citations

A Stochastic Approximation Method

1951 • 8,888 citations

Theory of rational option pricing

2005 • 7,870 citations

Theory of Rational Option Pricing

1973 • 7,693 citations

Adaptive Signal Processing

1991 • 5,295 citations

Spline Models for Observational Data.

1991 • 5,272 citations

Fast Learning in Networks of Locally-Tuned Processing Units

1989 • 4,222 citations

Theory and Practice of Recursive Identification

1983 • 4,095 citations

Radial Basis Functions, Multi-Variable Functional Interpolation and Adaptive Networks

1988 • 3,440 citations

Networks for approximation and learning

1990 • 3,298 citations

Universal approximation bounds for superpositions of a sigmoidal function

1993 • 2,713 citations

Estimation of Dependences Based on Empirical Data

2006 • 2,270 citations

Smoothing by spline functions

1967 • 2,217 citations

Projection Pursuit Regression

1981 • 2,099 citations

Adaptive signal processing

1986 • 2,042 citations

Universal approximation of an unknown mapping and its derivatives using multilayer feedforward networks

1990 • 2,005 citations

Interpolation of Scattered Data: Distance Matrices and Conditionally Positive Definite Functions

1984 • 1,313 citations

Options, Futures, and Other Derivative Securities.

1990 • 1,297 citations

Radial basis functions for multivariable interpolation: a review

1987 • 1,170 citations

Interpolation of scattered data: Distance matrices and conditionally positive definite functions

1986 • 1,170 citations

Projection Pursuit

1985 • 1,126 citations

Networks and the best approximation property

1990 • 893 citations

Approximation by superpositions of a sigmoidal function

1992 • 842 citations

Algorithms for approximation

1987 • 528 citations

Estimation of Dependences Based on Empirical Data: Springer Series in Statistics (Springer Series in Statistics)

1982 • 311 citations

On learning the derivatives of an unknown mapping with multilayer feedforward networks

1992 • 309 citations

Theory and practice of recursive identification

1985 • 299 citations

Implementing Option Pricing Models When Asset Returns Are Predictable

1995 • 224 citations

On a Conjecture of Huber Concerning the Convergence of Projection Pursuit Regression

1987 • 189 citations

On the Relationship between Generalization Error, Hypothesis Complexity, and Sample Complexity for Radial Basis Functions

1996 • 176 citations

On Nonlinear Functions of Linear Combinations

1984 • 151 citations

Projection-Based Approximation and a Duality with Kernel Methods

1989 • 138 citations

Estimation of a Projection-Pursuit Type Regression Model

1991 • 54 citations

A Comparative Study of the Practical Characteristics of Neural Network and Conventional Pattern Classifiers

1990 • 54 citations

A radial basis function approach to financial time series analysis

1993 • 44 citations

A Connection Between GRBF and MLP

1992 • 25 citations

Implementing Option Pricing Models When Asset Returns Are Predictable

1994 • 20 citations

Cited By (0)

Loading...