Dragan Kukolj

affiliation not provided to SSRN

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Scholarly Papers (1)

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Improving Non-Parametric Option Pricing during the Financial Crisis

Rimini Centre for Economic Analysis Working Paper No. 12-35
Number of pages: 15 Posted: 06 Aug 2012
Dragan Kukolj, Nikola Gradojevic and Camillo Lento
affiliation not provided to SSRN, University of Guelph, Department of Economics and Finance and Lakehead University
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Abstract:

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2008 financial crisis, Parametric option pricing models, Non-parametric option pricing models, modular neural network-fuzzy learning vector quantization (MNN-FLVQ) model