Login / Signup
Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters.
Panayiotis Ch. Andreou
Chris Charalambous
Spiros H. Martzoukos
Published in:
Eur. J. Oper. Res. (2008)
Keyphrases
</>
parametric models
artificial neural networks
computational intelligence
flow field
financial markets
neural network
active appearance models
back propagation
parameter estimates
option pricing
parameter estimation
neural network model
multilayer perceptron
using artificial neural networks
black scholes model