The valuation of Taiwan stock index option price - comparison of performances between Black-Scholes and neural network model

DOI10.1080/09720510.2005.10701164zbMATH Open1125.91415OpenAlexW2085926963MaRDI QIDQ3374827FDOQ3374827

Authors: Chin-Tsai Lin, Hsin-Yi Yeh 

Publication date: 22 February 2006

Published in: Journal of Statistics and Management Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/09720510.2005.10701164

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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