Hybrid artificial neural networks for efficient valuation of real options and financial derivatives

DOI10.1007/S10287-004-0032-7zbMath1133.91409OpenAlexW2017233050MaRDI QIDQ2477613

Spiros H. Martzoukos, Chris Charalambous

Publication date: 14 March 2008

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-004-0032-7

zbMATH Keywords

artificial neural networksreal optionsswitching costsfinancial derivativespath-dependency

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

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