Pricing and hedging Short Sterling Options Using Neural Networks.
Fei ChenCharles SutcliffePublished in: Intell. Syst. Account. Finance Manag. (2012)
Keyphrases
- option pricing
- neural network
- black scholes model
- black scholes
- stock price
- convertible bonds
- financial markets
- decision analysis
- artificial neural networks
- real option
- pattern recognition
- payoff functions
- multilayer perceptron
- neural network model
- back propagation
- double exponential
- genetic algorithm
- fuzzy logic
- neural network is trained
- multi layer
- learning algorithm
- pricing model
- learning rules
- fuzzy systems
- rule extraction
- multi layer perceptron
- neural nets
- feed forward
- fault diagnosis
- training data
- decision making
- machine learning