Black-Scholes versus artificial neural networks in pricing FTSE 100 options.

Julia A. Bennell Charles Sutcliffe

Published in: Intell. Syst. Account. Finance Manag. (2004)

Keyphrases

option pricing
black scholes
artificial neural networks
black scholes model
convertible bonds
stock price
decision analysis
neural network
computational intelligence
financial markets
genetic algorithm
real option
decision making
image processing