Robust artificial neural networks for pricing of European options
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Publication:853592
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- Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters
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Cited in
(9)- Pricing and hedging derivative securities with neural networks and a homogeneity hint
- Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters
- PROFILING NEURAL NETWORKS FOR OPTION PRICING
- scientific article; zbMATH DE number 2033197 (Why is no real title available?)
- Real-time pricing and hedging of options on currency futures with artificial neural networks
- scientific article; zbMATH DE number 1928765 (Why is no real title available?)
- A neural network approach to option pricing
- Simple robust neural network
- Robust neural modeling for the cross-sectional analysis of accounting information
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