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A neural network model for estimating option prices.

Mary MalliarisLinda Salchenberger
Published in: Appl. Intell. (1993)
Keyphrases
  • payoff functions
  • machine learning
  • real time
  • artificial intelligence
  • long run
  • accurate estimation
  • social networks
  • reinforcement learning
  • data structure
  • expert systems
  • software agents
  • working memory
  • option pricing