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A hybrid option pricing model using a neural network for estimating volatility.
Sunisa Amornwattana
David Enke
Cihan H. Dagli
Published in:
Int. J. Gen. Syst. (2007)
Keyphrases
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neural network
probabilistic model
option pricing
genetic algorithm
objective function
stock market
sensitivity analysis
stock price
probability distribution
fuzzy logic
decision theoretic
stochastic process