Option Pricing and Trading with Artificial Neural Networks and Advanced Parametric Models with Implied Parameters.
(2004)
Book Chapter
Andreou, P., Charalambous, C., & Martzoukos, S. (2004). Option Pricing and Trading with Artificial Neural Networks and Advanced Parametric Models with Implied Parameters. In Proceedings of the IEEE International Joint Conference on Neural Networks, 2004. Institute of Electrical and Electronics Engineers. https://doi.org/10.1109/ijcnn.2004.1381086
All Outputs (2)
Critical Assessment of Option Pricing Methods Using Artificial Neural Networks. (2002)
Book Chapter
Andreou, P., Charalambous, C., & Martzoukos, S. (2002). Critical Assessment of Option Pricing Methods Using Artificial Neural Networks. In J. Dorronsoro (Ed.), Artificial Neural Networks — ICANN 2002 (1131-1136). Springer Verlag. https://doi.org/10.1007/3-540-46084-5_183