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Pricing call warrants with artificial neural networks: the case of the Taiwan derivative market.

Shu-Heng ChenWo-Chiang Lee
Published in: IJCNN (1999)
Keyphrases
  • artificial neural networks
  • financial markets
  • neural network
  • decision making
  • case based reasoning
  • back propagation
  • case base
  • black scholes
  • fuzzy logic
  • radial basis function
  • neural network model
  • convertible bonds