Real‐Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks

Michael H. Breitner, Christian Dunis, Hans-Jörg von Mettenheim, Christopher Neely, Georgios Sermpinis, Christian Spreckelsen, Hans‐Jörg Mettenheim and Michael H. Breitner
Authors registered in the RePEc Author Service: Michael H. Breitner ()

Journal of Forecasting, 2014, vol. 33, issue 6, 419-432

Date: 2014
References: Add references at CitEc
Citations: View citations in EconPapers (9)

Downloads: (external link)
http://hdl.handle.net/

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:jforec:v:33:y:2014:i:6:p:419-432

Access Statistics for this article

Journal of Forecasting is currently edited by Derek W. Bunn

More articles in Journal of Forecasting from John Wiley & Sons, Ltd.
Bibliographic data for series maintained by Wiley Content Delivery ().