"Intraday volatility forecasting for option pricing using a neural network ..."

Fernando González Miranda, A. Neil Burgess (1995)

> Home

Details and statistics

DOI: 10.1109/CIFER.1995.495229

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - conf/cifer/MirandaB95
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/cifer/MirandaB95
Fernando González Miranda, A. Neil Burgess:
Intraday volatility forecasting for option pricing using a neural network approach. CIFEr 1995: 31

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.