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01 level 3-month Eurodollar futures ability to approximate American call American call option American options at-the-money calls B-S model binomial Black-Scholes bond BOPM BSCs OPM call and put call option price call price commodity continuous dividend deep in-the-money deep out-of-the-money degree of moneyness derivative securities early exercise equation Eurodollar futures contract European option exercise price expiration Figure Frequency Distribution futures contract futures options futures price futures rate futures-style margining futures-style options GANN approximation GANN's GANNs ability holdout sample implied volatilities increase interest rate futures LIFFE maturity Merton MSE and MAE observations option pricing model options on futures options with futures-style out-of-the-money puts portfolio presented in Table pricing biases put option prices put price regression rejected relationship risk-free rate simulated call simulated put simulation data set stock price strike price strike rate sub-samples training data set training sample volatility Wiener process Wilcoxon signed-ranks test
Page 198 - DE Rumelhart, GE Hinton, and RJ Williams, "Learning Internal Representations by error propagation", Parallel Distributed Processing: Explorations in the Microstructure of Cognition, DE Rumelhart and JL McClelland, eds., vol.