Pricing Options with Futures-style Margining: A Genetic Adaptive Neural Network Approach

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Taylor & Francis, 2000 - Business & Economics - 206 pages
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First Published in 2000. Routledge is an imprint of Taylor & Francis, an informa company.
 

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Contents

Literature Review
9
Methodology and Data
65
Results
115
Conclusions and Suggestions for Future
187

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About the author (2000)

Alan White received his BA from Tulane University in 1972 and his PhD from the Pennsylvania State University in 1980. In 2000, he became Mark Hopkins Professor of Philosophy at Williams College.

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