Hybrid intelligent algorithm based option pricing method-Reference-Cited by-同舟云学术

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Hybrid intelligent algorithm based option pricing method

Published:2018-03-12 Issue:S2 Volume:22 Page:4785-4791
ISSN:1386-7857
Container-title:Cluster Computing
language:en
Short-container-title:Cluster Comput

Author:

Chen Zhiying,Xu Dinghua,Xiao Zhongyi

Funder

Social Science Fund of Chongqing

ministry of education of Humanities and Social Science Project of China

Publisher

Springer Science and Business Media LLC

Subject

Computer Networks and Communications,Software

Link

http://link.springer.com/content/pdf/10.1007/s10586-018-2383-9.pdf

Reference29 articles.

1. Ates, A., Wang, G.H.K.: Information transmission in electronic versus open-outcry trading systems: an analysis of US equity index futures markets. J. Futures Mark. 25(7), 679–715 (2005)

2. Baillie, R.T., Booth, G.G., Tse, Y., et al.: Price discovery and common factor models. J. Financ. Mark. 5(3), 309–321 (2002)

3. Booth, G.G., So, R.W., Tse, Y.: Price discovery in the German equity index derivatives markets. J. Futures Mark. 19(6), 619–643 (1999)

4. Chan, K.: A further analysis of the lead–lag relationship between the cash market and stock index futures market. Rev. Financ. Stud. 5(1), 123–152 (1992)

5. Chan, L., Lien, D.: Are options redundant? Further evidence from currency futures markets. Int. Rev. Financ. Anal. 15(2), 179–188 (2006)

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