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Data-driven American Option Pricing using Artificial Neural Networks.
Hanen Borchani
Wojciech Michal Pawlak
Steffen Holmslykke
Allan Peter Engsig-Karup
Published in:
ICDM (Posters) (2019)
Keyphrases
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using artificial neural networks
option pricing
data driven
stock price
black scholes
decision analysis
artificial neural networks
real option
black scholes model
capital budgeting
neural network model
non stationary
influence diagrams
multi criteria
financial markets
stock market
rough sets
keywords