A neural network versus Black-Scholes: a comparison of pricing and hedging performances-Reference-Cited by-同舟云学术

A neural network versus Black-Scholes: a comparison of pricing and hedging performances

Published:2003 Issue:4 Volume:22 Page:317-335
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Amilon Henrik

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Reference24 articles.

1. Improving the pricing of options: a neural network approach

2. The Pricing of Options and Corporate Liabilities

3. Pricing European Currency Options: A Comparison of the Modified Black- Scholes Model and a Random Variance Model

4. Approximation by superpositions of a sigmoidal function

5. 1997. Bootstrap Methods and their Application. Cambridge University Press: Cambridge.

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