American option pricing using Bayesian multi-layer perceptrons and Bayesian support vector machines

An option is the right, not the obligation, to buy or sell an underlying asset at a later date but by fixing the price of the asset now. There are European and American styled options. European styled options can be priced using the Black-Scholes equations but American options are more complex and v...

Ausführliche Beschreibung

Bibliographische Detailangaben

Hauptverfasser:	Pires, M.M., Marwala, T.
Format:	Tagungsbericht
Sprache:	eng
Schlagworte:	Africa Bayesian methods Contracts Equations Exchange rates Gold Multilayer perceptrons Pricing Protection Support vector machines
Online-Zugang:	Volltext bestellen
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