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Are non-parametric models better than parametric models in option pricing : taking the Black-Scholes model and an artificial neural network as an example |
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| Author: | Xue, Min1 |
| Organizations: |
1University of Oulu, Oulu Business School, Department of Finance, Finance |
| Format: | ebook |
| Version: | published version |
| Access: | restricted |
| Theses with restricted access are only available for reading on the e-thesis workstations. | |
| Pages: | 66 |
| Persistent link: | http://urn.fi/URN:NBN:fi:oulu-202106178404 |
| Language: | English |
| Published: |
Oulu : M. Xue,
2021
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| Publish Date: | 2021-06-21 |
| Thesis type: | Master's thesis |
| Tutor: |
Sahlström, Petri |
| Reviewer: |
Kallunki, Juha-Pekka Sahlström, Petri |
| Subjects: | |
| Copyright information: |
© Min Xue, 2021. This publication is copyrighted. You may download, display and print it for your own personal use. Commercial use is prohibited. |