James M. Hutchinson

Paralation Capital LLC

53 Stonehedge Rd

Lincoln, MA 01773

United States

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A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks

NBER Working Paper No. w4718
Number of pages: 51 Posted: 16 Aug 2000 Last Revised: 13 Sep 2004
James M. Hutchinson, Andrew W. Lo and Tomaso Poggio
Paralation Capital LLC, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Department of Brain and Cognitive Sciences
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Citation 6

Abstract:

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