Black-Scholes versus Artificial Neural Networks in Pricing Call Warrants: the Case of China Market.
Wei ZhouMeiying YangLiyan HanPublished in: ICNC (1) (2007)
Keyphrases
- black scholes
- option pricing
- artificial neural networks
- convertible bonds
- financial markets
- stock exchange
- fuzzy numbers
- numerical methods
- stock price
- neural network
- black scholes model
- decision analysis
- computational intelligence
- artificial intelligence
- stock market
- game playing
- pricing model
- decision makers
- expert systems