A hybrid neural network approach to the pricing of options.

Christopher Boek Paul Lajbcygier Marimuthu Palaniswami Andrew Flitman

Published in: ICNN (1995)

Keyphrases

option pricing
black scholes model
double exponential
black scholes
hybrid neural network
stock price
distributional assumptions
worst case
decision analysis
dynamic pricing
search strategies
database
fuzzy artmap
evolutionary algorithm
data structure
information systems
data sets
real time