Table of Contents

Neural Networks for Option Pricing and Hedging: A Literature Review

Johannes Ruf, London School of Economics & Political Science (LSE) - London School of Economics
Weiguan Wang, Shanghai University

Comparing Utility Functions Between Risky and Riskless Choice in Rhesus Monkeys

Philipe M. Bujold, University of Cambridge - Department of Physiology, Development and Neuroscience
Simone Ferrari-Toniolo, University of Cambridge - Department of Physiology, Development and Neuroscience
Leo Chi U Seak, University of Cambridge - Department of Physiology, Development and Neuroscience
Wolfram Schultz, University of Cambridge - Department of Physiology, Development and Neuroscience

The Informational Affective Tie Mechanism: On the Role of Uncertainty, Context, and Attention in Caring

F. A. A. M. Van Winden, University of Amsterdam - Amsterdam School of Economics (ASE), CESifo (Center for Economic Studies and Ifo Institute), Tinbergen Institute


NEUROECONOMICS eJOURNAL

"Neural Networks for Option Pricing and Hedging: A Literature Review" Fee Download
Journal of Computational Finance, Vol. 24, No. 1, 2020

JOHANNES RUF, London School of Economics & Political Science (LSE) - London School of Economics
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WEIGUAN WANG, Shanghai University
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Neural networks have been used as a nonparametric method for option pricing and hedging since the early 1990s, with far more than a hundred papers having been published on the topic. This paper provides a comprehensive review of the field, comparing articles in terms of input features, output variables, benchmark models, performance measures, data partition methods and underlying assets. Further, related work and regularization techniques are discussed.

"Comparing Utility Functions Between Risky and Riskless Choice in Rhesus Monkeys" Free Download

PHILIPE M. BUJOLD, University of Cambridge - Department of Physiology, Development and Neuroscience
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SIMONE FERRARI-TONIOLO, University of Cambridge - Department of Physiology, Development and Neuroscience
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LEO CHI U SEAK, University of Cambridge - Department of Physiology, Development and Neuroscience
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WOLFRAM SCHULTZ, University of Cambridge - Department of Physiology, Development and Neuroscien