The numerical solution of one-dimensional discrete asset pricing model based on the improved trigonometric extreme learning machine-Reference-Cited by-同舟云学术

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The numerical solution of one-dimensional discrete asset pricing model based on the improved trigonometric extreme learning machine

Published:2022-09 Issue: Volume:63 Page:101809
ISSN:1877-7503
Container-title:Journal of Computational Science
language:en
Short-container-title:Journal of Computational Science

Author:

Yang Jianhui,Ma Mingjie^ORCID

Publisher

Elsevier BV

Subject

Modeling and Simulation,General Computer Science,Theoretical Computer Science

Reference29 articles.

1. Capital budgeting and the capital asset pricing model: good news and bad news;Myers;J. Finance,1977

2. CAPM-based capital budgeting and nonadditivity;Magni;J. Property Invest. Finance,2008

3. Does greater firm-specific return variation mean more or less informed stock pricing?;Durnev;J. Account. Res.,2003

4. The risk premium for equity: implications for resource allocation, welfare and policy;Grant;Aust. Econ. Pap.,2006

5. Continuous time one-dimensional asset-pricing models with analytic price-dividend functions;Chen;Econom. Theory,2010

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. ENN: A Neural Network With DCT Adaptive Activation Functions;IEEE Journal of Selected Topics in Signal Processing;2024-03

2. Using Time‐Space Double Radial Basis Function Method to Solve High‐Dimensional PDEs Arising from Multiasset Option Pricing;Discrete Dynamics in Nature and Society;2024-01

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