Neural networks for option pricing and hedging: a literature review.
Johannes RufWeiguan WangPublished in: CoRR (2019)
Keyphrases
- option pricing
- literature review
- neural network
- stock price
- decision analysis
- black scholes
- fuzzy theory
- case study
- genetic algorithm
- artificial neural networks
- real option
- data mining
- black scholes model
- fuzzy logic
- fault diagnosis
- current issues
- multi criteria
- historical data
- information extraction
- knowledge base
- decision making