A hybrid option pricing model using a neural network for estimating volatility (Q5449006)
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scientific article; zbMATH DE number 5246498
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A hybrid option pricing model using a neural network for estimating volatility |
scientific article; zbMATH DE number 5246498 |
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A hybrid option pricing model using a neural network for estimating volatility (English)
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10 March 2008
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neural networks
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option pricing
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hybrid model
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Black-Scholes
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