A neural network model for estimating option prices
- 1 September 1993
- journal article
- Published by Springer Science and Business Media LLC in Applied Intelligence
- Vol. 3 (3), 193-206
- https://doi.org/10.1007/bf00871937
Abstract
No abstract availableKeywords
This publication has 13 references indexed in Scilit:
- Managerial Applications of Neural Networks: The Case of Bank Failure PredictionsManagement Science, 1992
- Neural Networks: A New Tool for Predicting Thrift Failures*Decision Sciences, 1992
- Artificial Neural Systems: A New Tool for Financial Decision-MakingCFA Magazine, 1990
- Some Asymptotic Results for Learning in Single Hidden-Layer Feedforward Network ModelsJournal of the American Statistical Association, 1989
- Pricing European Currency Options: A Comparison of the Modified Black- Scholes Model and a Random Variance ModelJournal of Financial and Quantitative Analysis, 1989
- An application of a multiple neural network learning system to emulation of mortgage underwriting judgementsPublished by Institute of Electrical and Electronics Engineers (IEEE) ,1988
- Constraint Logic Programming and Option TradingIEEE Expert, 1987
- An Empirical Examination of the Black‐Scholes Call Option Pricing ModelThe Journal of Finance, 1979
- The information content of option prices and a test of market efficiencyJournal of Financial Economics, 1978
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973