A Brain-Inspired Cerebellar Associative Memory Approach to Option Pricing and Arbitrage Trading

Author:

Teddy S. D.,Lai E. M. -K.,Quek C.

Publisher

Springer Berlin Heidelberg

Reference27 articles.

1. Chance, D.M.: An Introduction to Derivatives & Risk Management, 6th edn. Thomson (2004)

2. Nielsen, L.T.: Pricing and Hedging of Derivative Securities – Textbook in continuous-time finance theory. Oxford University Press, Oxford (1999)

3. Black, F., Scholes, N.: The pricing of options and corporate liabilities. Journal of Political Economy 81, 637–659 (1973)

4. Rendleman Jr., R.J., Bartter, B.J.: Two-state option pricing. Journal of Finance 34, 1093–1110 (1979)

5. Radzikowski, P.: Non-parametric methods of option pricing. In: Proc. of Informs-Korms (Seoul 2000 conference), pp. 474–480 (2000)

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