A Nonparametric Approach to Pricing and Hedging Derivative Securities via Learning Networks.

A-Tier
Journal: Journal of Finance
Year: 1994
Volume: 49
Issue: 3
Pages: 851-89

Authors (3)

Hutchinson, James M (not in RePEc) Lo, Andrew W (Massachusetts Institute of Tec...) Poggio, Tomaso (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:bla:jfinan:v:49:y:1994:i:3:p:851-89
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25