Confidence limits for data mining models of option prices

J. V. Healy, M. Dixon, B. J. Read, F. F. Cai

Research output: Contribution to journal › Article › peer-review

3 Citations (Scopus)

Original language	English
Pages (from-to)	162-167
Number of pages	6
Journal	Physica A: Statistical Mechanics and Its Applications
Volume	344
Issue number	1-2
DOIs	https://doi.org/10.1016/j.physa.2004.06.112
Publication status	Published - 2004

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title = "Confidence limits for data mining models of option prices",

author = "Healy, {J. V.} and M. Dixon and Read, {B. J.} and Cai, {F. F.}",

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pages = "162--167",

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TY - JOUR

T1 - Confidence limits for data mining models of option prices

AU - Healy, J. V.

AU - Dixon, M.

AU - Read, B. J.

AU - Cai, F. F.

PY - 2004

Y1 - 2004

U2 - 10.1016/j.physa.2004.06.112

DO - 10.1016/j.physa.2004.06.112

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VL - 344

SP - 162

EP - 167

JO - Physica A: Statistical Mechanics and Its Applications

JF - Physica A: Statistical Mechanics and Its Applications

IS - 1-2

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