Robust artificial neural networks for pricing of European options
DOI10.1007/S10614-006-9030-XzbMATH Open1153.91454OpenAlexW2133363178WikidataQ57505336 ScholiaQ57505336MaRDI QIDQ853592FDOQ853592
Authors: Panayiotis C. Andreou, Chris Charalambous, Spiros H. Martzoukos 
Publication date: 17 November 2006
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10614-006-9030-x
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- scientific article; zbMATH DE number 1928765
artificial neural networksrobust estimationHuber functionimplied parametersoption pricing \& trading
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Cited In (8)
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- Robust neural modeling for the cross-sectional analysis of accounting information
- A neural network approach to option pricing
- Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters
- Pricing and hedging derivative securities with neural networks and a homogeneity hint
- Simple robust neural network
- Title not available (Why is that?)
- PROFILING NEURAL NETWORKS FOR OPTION PRICING
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